Network Effects in Default Clustering for Large Systems

Applied Mathematical Finance 2019 / 11 Vol. 26; Iss. 6

Network Effects in Default Clustering for Large Systems

Spiliopoulos, Konstantinos, Yang, Jia
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Volume:
26
Journal:
Applied Mathematical Finance
DOI:
10.1080/1350486x.2020.1724804
Date:
November, 2019
File:
PDF, 5.44 MB
2019
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