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DEFAULT AND SYSTEMIC RISK IN EQUILIBRIUM - MaRDI portal

DEFAULT AND SYSTEMIC RISK IN EQUILIBRIUM (Q5175223)

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scientific article; zbMATH DE number 6406601
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DEFAULT AND SYSTEMIC RISK IN EQUILIBRIUM
scientific article; zbMATH DE number 6406601

    Statements

    title
    DEFAULT AND SYSTEMIC RISK IN EQUILIBRIUM (English)
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    author
    Agostino Capponi
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    Martin Larsson
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    publication date
    20 February 2015
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    zbMATH Keywords
    default risk
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    systemic risk
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    equilibrium
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    Identifiers

    zbMATH DE Number
    6406601
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    OpenAlex ID
    W3122882656
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    arXiv ID
    1108.1133
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    DOI
    10.1111/MAFI.12009
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