Title:

Equilibrium with Default and Endogenous Collateral

Authors:

Aloisio Araujo (FGV, IMPA (Inst Mat Pura Aplicada))
Jaime Orrillo (IMPA (Inst Mat Pura Aplicada))
Mário Páscoa (U Nova)

Journal:

Mathematical Finance

Year:

2000

Volume:

10

Pages:

1-21

JEL code:

D52 - Incomplete Markets