The Default Cascade Process in Stochastic Financial Networks

Author:

Amini Hamed1ORCID,Cao Zhongyuan2ORCID,Sulem Agnes2ORCID

Affiliation:

1. University of Florida, US

2. INRIA, France

Publisher

ACM

Reference23 articles.

1. Systemic Risk and Stability in Financial Networks

2. Lecture Notes from Spring;Aldous David,2011

3. The compulsive gambler process

4. Hamed Amini , Zhongyuan Cao , and Agnes Sulem . 2021. Fire Sales , Default Cascades and Complex Financial Networks. Available at SSRN 3935450 ( 2021 ). Hamed Amini, Zhongyuan Cao, and Agnes Sulem. 2021. Fire Sales, Default Cascades and Complex Financial Networks. Available at SSRN 3935450 (2021).

5. Hamed Amini , Zhongyuan Cao , and Agnès Sulem . 2021. Limit Theorems for Default Contagion and Systemic Risk. Available at SSRN 3811107 ( 2021 ). Hamed Amini, Zhongyuan Cao, and Agnès Sulem. 2021. Limit Theorems for Default Contagion and Systemic Risk. Available at SSRN 3811107 (2021).

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