SIAM Journal on Financial Mathematics

1 works

Journal · ISSN 1945-497X

1. Optimal Clearing Payments in a Financial Contagion Model

   Giuseppe C. Calafiore, Giulia Fracastoro, Anton V. Proskurnikov

   PreprintBanking stability, regulation, efficiencySIAM Journal on Financial Mathematics20240 citations

   ABIABI:AkademIndex/openalex/2024.preprint.000021