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Contagion Model on Counterparty Credit Risk in the CRT Market by Considering the Heterogeneity of Counterparties and Preferential-Random Mixing Attachment

Tingqiang Chen,Jiepeng Wang,Haifei Liu,Yuanping He

PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS（2019）

Cited 17|Views4
Key words
Counterparty credit risk,Heterogeneity,Preferential-random mixing attachment,SIRS model,Network stochastic dominance
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