An adaptive dynamical model of default contagion. Issue 7 (3rd July 2022)
- Record Type:
- Journal Article
- Title:
- An adaptive dynamical model of default contagion. Issue 7 (3rd July 2022)
- Main Title:
- An adaptive dynamical model of default contagion
- Authors:
- Smug, Damian
Ashwin, Julian
Ashwin, Peter
Sornette, Didier - Abstract:
- Abstract : The dynamics of default contagion is modeled in terms of adaptively coupled stochastic measures of financial health
- Is Part Of:
- Quantitative finance. Volume 22:Issue 7(2022)
- Journal:
- Quantitative finance
- Issue:
- Volume 22:Issue 7(2022)
- Issue Display:
- Volume 22, Issue 7 (2022)
- Year:
- 2022
- Volume:
- 22
- Issue:
- 7
- Issue Sort Value:
- 2022-0022-0007-0000
- Page Start:
- 1217
- Page End:
- 1227
- Publication Date:
- 2022-07-03
- Subjects:
- Finance -- Periodicals
Business mathematics -- Periodicals
Finance -- Mathematical models -- Periodicals
Investments -- Mathematics -- Periodicals
Economics -- Periodicals
Finances -- Modèles mathématiques -- Périodiques
332.015118 - Journal URLs:
- http://www.tandfonline.com/toc/rquf20/current ↗
http://www.tandfonline.com/ ↗ - DOI:
- 10.1080/14697688.2022.2039755 ↗
- Languages:
- English
- ISSNs:
- 1469-7688
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library DSC - 7168.333200
British Library DSC - BLDSS-3PM
British Library HMNTS - ELD Digital store - Ingest File:
- 22006.xml