A dynamic contagion process (Q3173006)

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A dynamic contagion process
scientific article

    Statements

    title
    A dynamic contagion process (English)
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    author
    Angelos Dassios
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    Hongbiao Zhao
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    publication date
    10 October 2011
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    zbMATH Keywords
    jump processes
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    point processes
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    credit risk
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    Identifiers

    Mathematics Subject Classification ID
    60J75
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    60G55
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    60G44
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    91G40
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    60E10
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    91B30
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    zbMATH DE Number
    5955087
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    OpenAlex ID
    W3125272213
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