5 citations · 5 across the 1 of their papers we have counts for
2 papers
physics.soc-ph2020★ 5 cited
A Two-Phase Dynamic Contagion Model for COVID-19
Zezhun Chen, Angelos Dassios, Valerie Kuan +4
In this paper, we propose a continuous-time stochastic intensity model, namely, two-phase dynamic contagion process(2P-DCP), for modelling the epidemic contagion of COVID-19 and in…
q-fin.MF2018
An Economic Bubble Model and Its First Passage Time
Angelos Dassios, Luting Li
We introduce a new diffusion process Xt to describe asset prices within an economic bubble cycle. The main feature of the process, which differs from existing models, is the drift…