Equilibrium model with default and dynamic insider information.
Luciano CampiUmut ÇetinAlbina DanilovaPublished in: Finance Stochastics (2013)
Keyphrases
- prior knowledge
- partial information
- experimental data
- semantic description
- formal model
- prior information
- sensitivity analysis
- high level
- statistical model
- mathematical model
- theoretical analysis
- computational model
- conceptual model
- em algorithm
- information extraction
- final result
- graphical representation
- end users
- missing information
- domain knowledge
- traffic assignment