Disastrous Defaults
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Publication:5022748
DOI10.1093/ROF/RFAA042OpenAlexW4242740416MaRDI QIDQ5022748
Jean-Paul Renne, Christian Gouriéroux, Sarah Mouabbi, Alain Monfort
Publication date: 19 January 2022
Published in: Review of Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/rof/rfaa042
Derivative securities (option pricing, hedging, etc.) (91G20) Credit risk (91G40) Financial networks (including contagion, systemic risk, regulation) (91G45)
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