"Limit Theorems for Default Contagion and Systemic Risk."

Hamed Amini, Zhongyuan Cao, Agnès Sulem (2024)

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DOI: 10.1287/MOOR.2021.0283

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type: Journal Article

metadata version: 2025-01-25

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Hamed Amini, Zhongyuan Cao, Agnès Sulem:
Limit Theorems for Default Contagion and Systemic Risk. Math. Oper. Res. 49(4): 2652-2683 (2024)

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