Pricing of debt and equity in a financial network with comonotonic endowments
Tathagata Banerjee, Zachary Feinstein
| Year of publication: |
2022
|
|---|---|
| Authors: | Banerjee, Tathagata ; Feinstein, Zachary |
| Published in: |
Operations research. - Linthicum, Md. : INFORMS, ISSN 1526-5463, ZDB-ID 2019440-7. - Vol. 70.2022, 4, p. 2085-2100
|
| Subject: | credit risk | default contagion | Financial Engineering | financial networks | network valuation | systemic risk | Kreditrisiko | Credit risk | Theorie | Theory | Unternehmensnetzwerk | Business network | Ansteckungseffekt | Contagion effect | Systemrisiko | Systemic risk | Insolvenz | Insolvency | Financial engineering |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/opre.2022.2275 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013366423