An extension of Davis and Lo's contagion model
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Publication:5746773
DOI10.1080/14697688.2012.727015zbMath1280.91180arXiv0904.1653OpenAlexW2028533440MaRDI QIDQ5746773
Areski Cousin, Diana Dorobantu, Didier Rullière
Publication date: 8 February 2014
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0904.1653
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