scientific article; zbMATH DE number 5281511

MaRDI QIDQ3499313zbMATH OpenFDO

Authors Ilaria Foroni

Publication date 29 May 2008

zbMATH Keywords

contagion process

Mathematics Subject Classification ID

Dynamical systems in optimization and economics (37N40) Equilibria and periodic trajectories for nonlinear problems in mechanics (70K42) Bifurcations and instability for nonlinear problems in mechanics (70K50) Stability for nonlinear problems in mechanics (70K20)

Recommendations

• Contagion phenomena with applications in finance
• Financial contagion in a stochastic block model
• Contagion and optimization in financial markets
• Contagion in financial systems: a Bayesian network approach
• Contagion in financial networks
• Contagion modeling between the financial and insurance markets with time changed processes
• Financial instability contagion: a dynamical systems approach
• Financial contagion in interbank networks: the case of Erdős-Rényi network model
• A discrete dynamics approach to interbank financial contagion

Cited in

(3)

• Complex price dynamics in a financial market with imitation
• Complex dynamics associated with the appearance/disappearance of invariant closed curves
• Contagion modeling between the financial and insurance markets with time changed processes

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3499313)