Ushbu ishga iqtibos qilgan ishlar

2 ta ish

Ish: Sensitivity analysis of the Eisenberg–Noe model of contagion

1. Equilibria and Systemic Risk in Saturated Networks

   Leonardo Massai, Giacomo Como, Fabio Fagnani

   PreprintOAOchiq kirishEconomic theories and modelsMathematics of Operations Research20210 iqtibos

   ABIABI:AkademIndex/2021.preprint.000067

2. Optimal Clearing Payments in a Financial Contagion Model

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

   PreprintOAOchiq kirishBanking stability, regulation, efficiencySIAM Journal on Financial Mathematics20240 iqtibos

   ABIABI:AkademIndex/2024.preprint.000021