Pages that link to "Item:Q4919613"
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The following pages link to GRAPHICAL MODELS FOR CORRELATED DEFAULTS (Q4919613):
Displaying 5 items.
- Nonexistence of Markovian time dynamics for graphical models of correlated default (Q415636) (← links)
- Long-range Ising model for credit portfolios with heterogeneous credit exposures (Q1619953) (← links)
- Credit risk contagion based on asymmetric information association (Q1791109) (← links)
- (Q5308850) (← links)
- CORRELATED DEFAULTS IN INTENSITY‐BASED MODELS (Q5422627) (← links)