chong.kluppelberg:18:contagion¶
BibTeX Entry:
@article{chong.kluppelberg:18:contagion,
author = {Chong, Carsten and Kl\"{u}ppelberg, Claudia},
doi = {10.1137/17M1116659},
fjournal = {SIAM Journal on Financial Mathematics},
issn = {1945-497X},
journal = {SIAM J. Financial Math.},
mrclass = {91B30 (62H99 62P20 91G40 91G80)},
mrnumber = {3744990},
mrreviewer = {Piotr\ Jaworski},
number = {1},
pages = {28--53},
title = {Contagion in financial systems: a {B}ayesian network approach},
url = {https://doi.org/10.1137/17M1116659},
volume = {9},
year = {2018}
}