Sensitivity analysis of the Eisenberg-Noe model of contagion (Q613363)
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scientific article; zbMATH DE number 5828186
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| English | Sensitivity analysis of the Eisenberg-Noe model of contagion |
scientific article; zbMATH DE number 5828186 |
Statements
Sensitivity analysis of the Eisenberg-Noe model of contagion (English)
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20 December 2010
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systemic risk
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contagion
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clearing payment
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sensitivity analysis
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0.7943504452705383
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0.7702787518501282
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0.7602788805961609
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0.7204700112342834
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