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Talks and Poster Presentations (without Proceedings-Entry):

B. Düring, A. Jüngel:
"Dynamic contagion and herding: microscopic models & diffusive limits";
Talk: Center of Finance and Econometrics (CoFE) Workshop, Königsfeld; 2010-05-06 - 2010-05-07.



English abstract:
We present some research ideas on a dynamic contagion model and on herding in financial markets.

German abstract:
s. engl. Abstract

Keywords:
contagion, herding


Related Projects:
Project Head Bertram Düring:
Kinetische Vermögensverteilungsmodelle und diffusive Grenzwert-Gleichungen


Created from the Publication Database of the Vienna University of Technology.