Statistical Arbitrage with Default and Collateral
Jose Fajardo,
Ana Lacerda
Economics Letters,
vol. 108, 2010, p. 81-84.
Existence of Equilibrium in Common Agency Games with Adverse Selection
Guilherme Carmona,
Jose Fajardo
Games And Economic Behavior,
vol. 66, 2009, p. 749-760.
Endogenous Collateral
Aloisio Araujo,
Jose Fajardo,
Mário Páscoa
Journal of Mathematical Economics,
vol. 41, 2005, p. 439-462.