An adaptive dynamical model of default contagion
Damian Smug, Julian Ashwin, Peter Ashwin and Didier Sornette
| Year of publication: |
2022
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|---|---|
| Authors: | Smug, Damian ; Ashwin, Julian ; Ashwin, Peter ; Sornette, Didier |
| Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 22.2022, 7, p. 1217-1227
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| Subject: | Theorie | Theory | Kreditrisiko | Credit risk | Insolvenz | Insolvency | Ansteckungseffekt | Contagion effect |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2022.2039755 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013367894