An SPDE model for systemic risk with endogenous contagion
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: Finance and Stochastics
سال: 2019
ISSN: 0949-2984,1432-1122
DOI: 10.1007/s00780-019-00396-1