Pages that link to "Item:Q2203046"
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The following pages link to A lending scheme for a system of interconnected banks with probabilistic constraints of failure (Q2203046):
Displaying 5 items.
- Optimal payments to connected depositors in turbulent times: a Markov chain approach (Q1649540) (← links)
- A maximum principle for a stochastic control problem with multiple random terminal times (Q2128538) (← links)
- Stability in a model of interbank lending (Q2873149) (← links)
- (Q5120617) (← links)
- Optimal control of interbank contagion under complete information (Q5402789) (← links)