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- counterparty credit risk contagion 2021-02-02 Paper Investor behavior, information disclosure strategy and counterparty credit risk contagion 2020-11-23 Paper...10 bytes (17 words) - 19:29, 13 December 2023
- in the banking system 2020-12-02 Paper Complex dynamics of credit risk contagion with time-delay and correlated noises 2019-02-14 Paper Compound option...10 bytes (17 words) - 21:53, 10 December 2023
- events: surprise, exogeneity and contagion 2014-11-24 Paper Pricing default events: surprise, exogeneity and contagion 2014-08-06 Paper...10 bytes (19 words) - 02:35, 11 December 2023
- Credit risk contagion and optimal dual control -- an SIS/R model 2023-06-28 Paper Credit risk contagion coupling with sentiment contagion 2022-07-05 Paper...10 bytes (16 words) - 06:47, 13 December 2023
- Associated credit risk contagion with incubatory period: a network-based perspective 2020-10-21 Paper Associated credit risk contagion and spillover effect...10 bytes (18 words) - 02:14, 12 December 2023
- skew-normal model of contagion 2023-04-17 Paper Extremal dependence tests for contagion 2022-03-09 Paper Joint tests of contagion with applications 2019-09-26...10 bytes (20 words) - 09:18, 25 September 2023
- skew-normal model of contagion 2023-04-17 Paper Extremal dependence tests for contagion 2022-03-09 Paper Joint tests of contagion with applications 2019-09-26...10 bytes (19 words) - 09:18, 25 September 2023
- Model Crowd Dynamics with Disease Contagion 2022-11-18 Paper A 2D Kinetic Model for Crowd Dynamics with Disease Contagion 2022-11-11 Paper A kinetic theory...10 bytes (16 words) - 21:58, 24 September 2023
- Publication Date of Publication Type Network model of credit risk contagion in the interbank market by considering bank runs and the fire sale of external...10 bytes (17 words) - 18:16, 13 December 2023
- invariant maps on order-3 symmetric tensors 2024-02-23 Paper Contagion in social networks: on contagion thresholds 2023-06-29 Paper Convex combinations of centrality...10 bytes (18 words) - 20:30, 12 December 2023
- the union probability 2022-07-01 Paper A Finite Memory Interacting Pólya Contagion Network and Its Approximating Dynamical Systems 2022-05-03 Paper Least...10 bytes (16 words) - 21:59, 10 December 2023
- of Clustering Jumps with CIR Intensity 2018-01-11 Paper A GENERALIZED CONTAGION PROCESS WITH AN APPLICATION TO CREDIT RISK 2017-03-30 Paper The joint distribution...10 bytes (17 words) - 22:28, 9 December 2023
- sales and default contagion 2021-05-05 Paper FINANCIAL CONTAGION IN A STOCHASTIC BLOCK MODEL 2021-03-16 Paper Managing Default Contagion in Inhomogeneous...10 bytes (16 words) - 19:10, 6 October 2023
- and credit risk contagion -- a dual-layer network perspective 2022-08-12 Paper The influence of risk attitude on credit risk contagion -- perspective of...10 bytes (16 words) - 22:37, 24 September 2023
- Paper Effects of inspections in small world social networks with different contagion rules 2018-11-13 Paper...10 bytes (18 words) - 18:08, 13 December 2023
- Publication Date of Publication Type Financial contagion in interbank networks: the case of Erdős-Rényi network model 2021-09-07 Paper Evaluating bank...10 bytes (18 words) - 15:32, 13 December 2023
- 2014-09-22 Paper Ruin by dynamic contagion claims 2014-04-10 Paper A Risk Model with Delayed Claims 2013-10-17 Paper A dynamic contagion process 2011-10-10 Paper...10 bytes (16 words) - 16:55, 24 September 2023
- Type Credit Contagion in a Structural Framework 2009-03-31 Paper Modelling bonds and credit default swaps using a structural model with contagion 2009-02-23...10 bytes (16 words) - 03:04, 28 December 2023
- Publication Date of Publication Type Contagion exposure and protection technology 2017-10-24 Paper Individual security, contagion, and network design 2017-06-28...10 bytes (18 words) - 03:07, 25 September 2023
- Date of Publication Type CONTAGION IN HETEROGENEOUS FINANCIAL NETWORKS 2024-03-27 Paper Partially overlapping ownership and contagion in financial networks...10 bytes (16 words) - 12:13, 24 September 2023
