Credit risk contagion and optimal dual control -- an SIS/R model

DOI10.1016/J.MATCOM.2023.03.031MaRDI QIDQ6104739

Naixi Chen, Howard Fan

Publication date: 28 June 2023

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

zbMATH Keywords

nonlinear dynamic analysiscredit risk contagionoptimal dual regulatory strategySIS/R model

Mathematics Subject Classification ID

Biology and other natural sciences (92-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites Work

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