Insider trading in an equilibrium model with default: a passage from reduced-form to structural modelling.

Luciano Campi Umut Çetin

Published in: Finance Stochastics (2007)

Keyphrases

prediction model
high level
management system
conceptual model
experimental data
theoretical framework
data sets
similarity measure
cost function
statistical model
neural network model
formal model
probabilistic model
logic programs
image segmentation
decision trees
search engine
information retrieval