Ioannis Anagnostou, Sumit Sourabh, Drona Kandhai. Incorporating Contagion in Portfolio Credit Risk Models Using Network Theory. Complexity, 2018, 2018. [doi]
@article{AnagnostouSK18,
title = {Incorporating Contagion in Portfolio Credit Risk Models Using Network Theory},
author = {Ioannis Anagnostou and Sumit Sourabh and Drona Kandhai},
year = {2018},
doi = {10.1155/2018/6076173},
url = {https://doi.org/10.1155/2018/6076173},
researchr = {https://researchr.org/publication/AnagnostouSK18},
cites = {0},
citedby = {0},
journal = {Complexity},
volume = {2018},
}