An extension of Davis and Lo's contagion model (Q5746773): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 23:11, 5 March 2024
scientific article; zbMATH DE number 6256483
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An extension of Davis and Lo's contagion model |
scientific article; zbMATH DE number 6256483 |
Statements
An extension of Davis and Lo's contagion model (English)
0 references
8 February 2014
0 references
contagion models
0 references
credit risk
0 references
systemic risk
0 references
