A default system with overspilling contagion (Q6549692)
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scientific article; zbMATH DE number 7859428
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A default system with overspilling contagion |
scientific article; zbMATH DE number 7859428 |
Statements
A default system with overspilling contagion (English)
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4 June 2024
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credit risk
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contagion
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non-Markovian processes
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enlargement of filtrations
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credit derivatives
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stochastic differential equations
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