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~person:"Cetin, Umut"
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Cetin, Umut
Cremers, Heinz
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Mierendorff, Konrad
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Che, Yeon-Koo
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Insider trading in an equilibrium model with default: a passage from
reduced-form
to structural modelling
Campi, Luciano
;
Cetin, Umut
-
Université Paris-Dauphine (Paris IX)
-
2007
default intensity in the market’s view as in
reduced-form
credit risk models. However, we show that, in equilibrium, the …
Persistent link: https://www.econbiz.de/10010707525
Saved in:
2
Insider trading in an equilibrium model with default: a passage from
reduced-form
to structural modelling.
Campi, Luciano
;
Cetin, Umut
-
Université Paris-Dauphine
-
2007
default intensity in the market’s view as in
reduced-form
credit risk models. However, we show that, in equilibrium, the …
Persistent link: https://www.econbiz.de/10009002738
Saved in:
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