Pricing of Debt and Equity in a Financial Network with Comonotonic Endowments (Q5106355)
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scientific article; zbMATH DE number 7587515
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing of Debt and Equity in a Financial Network with Comonotonic Endowments |
scientific article; zbMATH DE number 7587515 |
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Pricing of Debt and Equity in a Financial Network with Comonotonic Endowments (English)
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19 September 2022
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network valuation
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financial networks
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default contagion
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systemic risk
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credit risk
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