Nonexistence of Markovian time dynamics for graphical models of correlated default Academic Article

authors

• Hening, Alexandru

published proceedings

• QUEUEING SYSTEMS

author list (cited authors)

• Evans, S. N., & Hening, A.

citation count

• 0

complete list of authors

• Evans, Steven N||Hening, Alexandru

publication date

• December 2011

publisher

• Springer Nature  Publisher

published in

• Queueing Systems  Journal

keywords

• Collateralized Debt Obligation
• Credit Risk
• Ising Model
• Reduced Form Model

Digital Object Identifier (DOI)

• 10.1007/s11134-011-9261-y

start page

• 293

end page

• 312

volume

• 69

issue

• 3-4

URL

• http://dx.doi.org/10.1007/s11134-011-9261-y