Default and exogenous collateral in incomplete markets with a continuum of states

Journal of Mathematical Economics

Volumn 35, Issue 1, 2001, Pages 151-165

  Orrillo, Jaime ^a  

^a UNIVERSIDADE CATÓLICA DE BRASÍLIA   (Brazil)

Author keywords

Asset promises; Collateral; Durability; Incomplete markets

Indexed keywords

EID: 0042910336     PISSN: 03044068     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4068(00)00058-6     Document Type: Article

References (13)

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