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Sensitivity analysis of the Eisenberg-Noe model of contagion - MaRDI portal

Sensitivity analysis of the Eisenberg-Noe model of contagion (Q613363)

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scientific article; zbMATH DE number 5828186
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English
Sensitivity analysis of the Eisenberg-Noe model of contagion
scientific article; zbMATH DE number 5828186

    Statements

    Sensitivity analysis of the Eisenberg-Noe model of contagion (English)
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    20 December 2010
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    systemic risk
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    contagion
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    clearing payment
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    sensitivity analysis
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    Identifiers