A dynamic contagion process
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Publication:3173006
DOI10.1239/AAP/1316792671zbMATH Open1230.60089OpenAlexW3125272213MaRDI QIDQ3173006FDOQ3173006
Authors: Angelos Dassios, Hongbiao Zhao 
Publication date: 10 October 2011
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/aap/1316792671
Recommendations
Characteristic functions; other transforms (60E10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Credit risk (91G40) Martingales with continuous parameter (60G44)
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Cited In (71)
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