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An extension of Davis and Lo's contagion model - MaRDI portal

An extension of Davis and Lo's contagion model (Q5746773)

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scientific article; zbMATH DE number 6256483
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English
An extension of Davis and Lo's contagion model
scientific article; zbMATH DE number 6256483

    Statements

    title
    An extension of Davis and Lo's contagion model (English)
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    author
    Areski Cousin
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    Diana Dorobantu
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    Didier Rullière
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    publication date
    8 February 2014
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    zbMATH Keywords
    contagion models
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    credit risk
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    systemic risk
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    Identifiers

    zbMATH DE Number
    6256483
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    OpenAlex ID
    W2028533440
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    arXiv ID
    0904.1653
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