An integrated model for fire sales and default contagion

IF 0.9 3区 经济学 Q3 BUSINESS, FINANCE Mathematics and Financial Economics Pub Date : 2020-06-27 DOI:10.1007/s11579-020-00273-y
Nils Detering, T. Meyer-Brandis, K. Panagiotou, D. Ritter
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来源期刊
Mathematics and Financial Economics
Mathematics and Financial Economics MATHEMATICS, INTERDISCIPLINARY APPLICATIONS -
CiteScore
2.80
自引率
6.20%
发文量
17
期刊介绍: The primary objective of the journal is to provide a forum for work in finance which expresses economic ideas using formal mathematical reasoning. The work should have real economic content and the mathematical reasoning should be new and correct.
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