2 papers
q-fin.RM2015
Model risk on credit risk
J. Molins, E. Vives
This paper develops the Jungle model in a credit portfolio framework. The Jungle model is able to model credit contagion, produce doubly-peaked probability distributions for the to…
cond-mat1997
Effect of the vacancy interaction on the antiphase domain growth process in a two dimensional binary alloy
Marcel Porta, Carlos Frontera, Eduard Vives +1
The influence of diffusing vacancies on the antiphase domain growth process in a binary alloy is studied by Monte Carlo simulations. The system is modelled by means of a Blume-Emer…