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An adaptive dynamical model of default contagion - MaRDI portal

An adaptive dynamical model of default contagion (Q5092640)

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scientific article; zbMATH DE number 7562205
Language Label Description Also known as
English
An adaptive dynamical model of default contagion
scientific article; zbMATH DE number 7562205

    Statements

    title
    An adaptive dynamical model of default contagion (English)
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    author
    Damian Smug
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    Julian Ashwin
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    Peter Ashwin
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    Didier Sornette
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    publication date
    22 July 2022
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    zbMATH Keywords
    default
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    contagion
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    copula
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    SDE
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    Identifiers

    zbMATH DE Number
    7562205
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    OpenAlex ID
    W4226156384
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    Wikidata QID
    Q129227192
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