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Contagious McKean-Vlasov systems with heterogeneous impact and exposure
Feinstein, Zachary
;
Søjmark, Andreas
- In:
Finance and stochastics
27
(
2023
)
3
,
pp. 663-711
Persistent link: https://www.econbiz.de/10014328988
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2
Dynamic contagion in a banking system with births and defaults
Ichiba, Tomoyuki
;
Ludkovski, Michael
;
Sarantsev, Andrey
- In:
Annals of finance
15
(
2019
)
4
,
pp. 489-538
Persistent link: https://www.econbiz.de/10012240177
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