A network of business relations to model counterparty risk (Q3626262)
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scientific article; zbMATH DE number 5556361
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A network of business relations to model counterparty risk |
scientific article; zbMATH DE number 5556361 |
Statements
22 May 2009
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credit risk contagion
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networks
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counterparty risk
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entropy spatial models
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0.7982655763626099
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0.790081262588501
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0.7888793349266052
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0.7538750171661377
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0.7463055849075317
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