Centralized systemic risk control in the interbank system: weak formulation and gamma-convergence (Q2145789)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Centralized systemic risk control in the interbank system: weak formulation and gamma-convergence |
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Centralized systemic risk control in the interbank system: weak formulation and gamma-convergence (English)
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20 June 2022
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interbank system
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weak formulation
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mean field control
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stochastic FPK equation
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gamma-convergence
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