An extension of Davis and Lo's contagion model (Q5746773)
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scientific article; zbMATH DE number 6256483
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| 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)
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8 February 2014
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contagion models
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credit risk
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systemic risk
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0.8319069743156433
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0.830167829990387
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0.8252098560333252
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0.8200608491897583
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0.8117213249206543
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