Dynamics evolution of credit risk contagion in the CRT market

DOI10.1155/2013/206201zbMath1264.91130WikidataQ58921434 ScholiaQ58921434MaRDI QIDQ1956011

Ting-Qiang Chen, Qunyao Yin, Jian-min He

Publication date: 13 June 2013

Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2013/206201

Mathematics Subject Classification ID

91G40: Credit risk

Related Items

A network diffusion model of food safety scare behavior considering information transparency, An entropy model of credit risk contagion in the CRT market, Design of positive, negative, and alternating sign generalized logistic maps, Complex dynamics of credit risk contagion with time-delay and correlated noises, Bifurcation and chaotic behavior of a discrete-time SIS model, A nonlinear dynamic model for credit risk contagion

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