Incorporating Contagion in Portfolio Credit Risk Models Using Network Theory

Ioannis Anagnostou, Sumit Sourabh, Drona Kandhai. Incorporating Contagion in Portfolio Credit Risk Models Using Network Theory. Complexity, 2018, 2018. [doi]

Authors

Ioannis Anagnostou

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Sumit Sourabh

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Drona Kandhai

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