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Jaime Orrillo

Jaime Orrillo

Instituto Nacional de Matematica Pura e Aplicada - Rio de Janeiro / Brazil
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AD Scientific Index ID: 4644904
National Institute of Pure and Applied Mathematics
person_outline Jaime Orrillo's MOST POPULAR ARTICLES
1-) Equilibrium with default and endogenous collateral Mathematical Finance 10 (1), 1-21, 2000
2-) Default and exogenous collateral in incomplete markets with a continuum of states Journal of Mathematical Economics 35 (1), 151-165, 2001
3-) Interest rates and default in unsecured loan markets Quantitative Finance 13 (12), 1925-1934, 2013
4-) The fundamental theorem of asset pricing under default and collateral in finite discrete time Journal of mathematical analysis and applications 320 (1), 425-438, 2006
5-) Default and bankruptcy in an entrepreneurial economy with incomplete markets Journal of Banking & Finance 37 (7), 2162-2172, 2013