Limit Theorems for Default Contagion and Systemic Risk

Hamed Amini, Zhongyuan Cao, Agnès Sulem

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DOI: 10.1287/moor.2021.0283
Published: 2024-11
Container: Mathematics of Operations Research
Publisher: Institute for Operations Research and the Management Sciences (INFORMS)
Open access: unknown

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Cite this work

BibTeX

@article{allodium:10.1287/moor.2021.0283,
  title = {Limit Theorems for Default Contagion and Systemic Risk},
  author = {Hamed Amini and Zhongyuan Cao and Agnès Sulem},
  year = {2024},
  journal = {Mathematics of Operations Research},
  doi = {10.1287/moor.2021.0283},
  url = {https://doi.org/10.1287/moor.2021.0283}
}

RIS

TY  - JOUR
TI  - Limit Theorems for Default Contagion and Systemic Risk
AU  - Hamed Amini
AU  - Zhongyuan Cao
AU  - Agnès Sulem
PY  - 2024
JO  - Mathematics of Operations Research
DO  - 10.1287/moor.2021.0283
UR  - https://doi.org/10.1287/moor.2021.0283
ER  -

APA

Amini, H., Cao, Z., & Sulem, A. (2024). Limit Theorems for Default Contagion and Systemic Risk. Mathematics of Operations Research. https://doi.org/10.1287/moor.2021.0283

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crossref · retrieved 2026-09-25T09:12:59.621Z