Abstract and Applied Analysis / 2014 / Article / Fig 5

Research Article

Complex Dynamics of Credit Risk Contagion with Time-Delay and Correlated Noises

Figure 5

The stationary probability distribution function of credit risk contagion is plotted as a function of when and are varied. The parameters are chosen as , , , , , and . (a) . (b) .
456764.fig.005a
(a)
456764.fig.005b
(b)