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"Measures of Systemic Risk."

Zachary Feinstein, Birgit Rudloff, Stefan Weber (2017)

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DOI: 10.1137/16M1066087

access: closed

type: Journal Article

metadata version: 2021-11-12

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  - journals/siamfm/FeinsteinRW17
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  - https://dblp.org/rec/journals/siamfm/FeinsteinRW17
Zachary Feinstein, Birgit Rudloff, Stefan Weber:
Measures of Systemic Risk. SIAM J. Financial Math. 8(1): 672-708 (2017)

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