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Limit Theorems for Default Contagion and Systemic Risk.

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Title: Limit Theorems for Default Contagion and Systemic Risk.
Authors: Amini, Hamed1 (AUTHOR) aminil@ufl.edu, Cao, Zhongyuan2,3 (AUTHOR) zhongyuan.cao@inria.fr, Sulem, Agnès3 (AUTHOR) agnes.sulem@inria.fr
Source: Mathematics of Operations Research (INFORMS). Nov2024, Vol. 49 Issue 4, p2652-2683. 32p.
Database: Business Source Ultimate
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ISSN:0364765X
DOI:10.1287/moor.2021.0283