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"Incorporating Contagion in Portfolio Credit Risk Models Using Network Theory."

Ioannis Anagnostou, Sumit Sourabh, Drona Kandhai (2018)

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DOI: 10.1155/2018/6076173

access: open

type: Journal Article

metadata version: 2020-09-24

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  dblp key:
  - journals/complexity/AnagnostouSK18
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  - https://dblp.org/rec/journals/complexity/AnagnostouSK18
Ioannis Anagnostou, Sumit Sourabh, Drona Kandhai:
Incorporating Contagion in Portfolio Credit Risk Models Using Network Theory. Complex. 2018: 6076173:1-6076173:15 (2018)

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