A dynamic contagion process

DOI10.1239/aap/1316792671zbMath1230.60089OpenAlexW3125272213MaRDI QIDQ3173006

Angelos Dassios, Hongbiao Zhao

Publication date: 10 October 2011

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/aap/1316792671

zbMATH Keywords

point processesjump processescredit risk

Mathematics Subject Classification ID

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