"A nonlinear dynamic model for credit risk contagion."

Viviana Fanelli, Lucia Maddalena (2020)

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DOI: 10.1016/J.MATCOM.2020.02.010

access: closed

type: Journal Article

metadata version: 2020-05-12

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Viviana Fanelli, Lucia Maddalena:
A nonlinear dynamic model for credit risk contagion. Math. Comput. Simul. 174: 45-58 (2020)

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