Limit Theorems for Default Contagion and Systemic Risk.
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| Title: | Limit Theorems for Default Contagion and Systemic Risk. |
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| 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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