An integrated model for fire sales and default contagion
Detering, Nils, Meyer-Brandis, Thilo, Panagiotou, Konstantinos, Ritter, DanielJournal:
Mathematics and Financial Economics
DOI:
10.1007/s11579-020-00273-y
Date:
June, 2020
File:
PDF, 1.04 MB
2020