Ушбу ишга иқтибос қилган ишлар

2 та иш

Иш: Mathematical modeling and analysis of insolvency contagion in an interbank network

1. Equilibria and Systemic Risk in Saturated Networks

   Leonardo Massai, Giacomo Como, Fabio Fagnani

   ПрепринтEconomic theories and modelsMathematics of Operations Research20210 иқтибос

   ABIABI:AkademIndex/openalex/2021.preprint.000067

2. Optimal Clearing Payments in a Financial Contagion Model

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

   ПрепринтBanking stability, regulation, efficiencySIAM Journal on Financial Mathematics20240 иқтибос

   ABIABI:AkademIndex/openalex/2024.preprint.000021