Trading constraints penalizing default: A recursive approach
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- Fernando Alvarez & Urban J. Jermann, 2000. "Efficiency, Equilibrium, and Asset Pricing with Risk of Default," Econometrica, Econometric Society, vol. 68(4), pages 775-798, July.
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00-14, Department of Economics, University of Birmingham.
- Tarun Sabarwal, 2000. "Bankruptcy in general equilibrium," Finance and Economics Discussion Series 2000-48, Board of Governors of the Federal Reserve System (U.S.).
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