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A nonlinear dynamic model for credit risk contagion - MaRDI portal

A nonlinear dynamic model for credit risk contagion (Q2221543)

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A nonlinear dynamic model for credit risk contagion
scientific article

    Statements

    title
    A nonlinear dynamic model for credit risk contagion (English)
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    author
    Viviana Fanelli
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    Lucia Maddalena
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    publication date
    2 February 2021
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    zbMATH Keywords
    SIR model
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    time delay
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    credit risk contagion
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    sensitivity analysis
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    Identifiers

    zbMATH DE Number
    7304332
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    OpenAlex ID
    W3007823175
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