Pricing of Debt and Equity in a Financial Network with Comonotonic Endowments.
Tathagata BanerjeeZachary FeinsteinPublished in: Oper. Res. (2022)
Keyphrases
- network structure
- network model
- stock market
- distributed network
- financial markets
- wireless sensor networks
- network traffic
- risk management
- computer networks
- short term
- network architecture
- information technology
- information systems
- end to end
- data mining
- non stationary
- historical data
- peer to peer
- network resources
- network parameters
- credit risk