A Dynamic Contagion Risk Model With Recovery Features
Author(s) -
Hamed Amini,
Andreea Minca,
Agnès Sulem
Publication year - 2019
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.3435257
Subject(s) - node (physics) , convergence (economics) , mathematics , mathematical economics , sequence (biology) , mathematical optimization , econometrics , economics , economic growth , structural engineering , biology , engineering , genetics
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