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Research paper series / Swiss Finance Institute
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A dynamic contagion risk model with recovery features
Amini, Hamed
;
Minca, Andreea
;
Sulem, Agnès
- In:
Mathematics of operations research
47
(
2022
)
2
,
pp. 1412-1442
Persistent link: https://www.econbiz.de/10013365316
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Limit theorems for default contagion and systemic risk
Amini, Hamed
;
Cao, Zhongyuan
;
Sulem, Agnès
- In:
Mathematics of operations research
49
(
2024
)
4
,
pp. 2652-2683
Persistent link: https://www.econbiz.de/10015197995
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