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Mathematical modeling and analysis of insolvency contagion in an interbank network - MaRDI portal

Mathematical modeling and analysis of insolvency contagion in an interbank network (Q1709963)

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scientific article; zbMATH DE number 7002350
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English
Mathematical modeling and analysis of insolvency contagion in an interbank network
scientific article; zbMATH DE number 7002350

    Statements

    Mathematical modeling and analysis of insolvency contagion in an interbank network (English)
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    15 January 2019
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    systemic risk
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    clearing payment vector
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    contagion
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    interbank network
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    double obstacle problem
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