DEFAULT AND SYSTEMIC RISK IN EQUILIBRIUM (Q5175223): Difference between revisions

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+.1133
@@ Property / arXiv ID: 1108.1133 / rank @@
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+RESILIENCE TO CONTAGION IN FINANCIAL NETWORKS
@@ Property / cites work: RESILIENCE TO CONTAGION IN FINANCIAL NETWORKS / rank @@
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+Replication of Contingent Claims in a Reduced-Form Credit Risk Model with Discontinuous Asset Prices
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+Financial Markets Equilibrium with Heterogeneous Agents*
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+The law of large numbers for self-exciting correlated defaults
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+Large portfolio losses: A dynamic contagion model
@@ Property / cites work: Large portfolio losses: A dynamic contagion model / rank @@
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@@ Property / cites work @@
+Credit contagion and aggregate losses
@@ Property / cites work: Credit contagion and aggregate losses / rank @@
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+Time reversal of diffusions
@@ Property / cites work: Time reversal of diffusions / rank @@
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+Diffusion equation techniques in stochastic monotonicity and positive correlations
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+Endogenous Completeness of Diffusion Driven Equilibrium Markets
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+A comparison theorem for solutions of stochastic differential equations and its applications
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+FEYNMAN–KAC FORMULAS FOR BLACK–SCHOLES-TYPE OPERATORS
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+Q4936390
@@ Property / cites work: Q4936390 / rank @@
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