Managing Default Contagion in Inhomogeneous Financial Networks
Detering, Nils, Meyer-Brandis, Thilo, Panagiotou, Konstantinos, Ritter, DanielVolume:
10
Language:
english
Journal:
SIAM Journal on Financial Mathematics
DOI:
10.1137/17M1156046
Date:
January, 2019
File:
PDF, 1.77 MB
english, 2019