Stability in a model of interbank lending (Q2873149)

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scientific article; zbMATH DE number 6249480
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Stability in a model of interbank lending
scientific article; zbMATH DE number 6249480

    Statements

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    23 January 2014
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    Feller diffusion
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    interbank lending system
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    multiple defaults
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    interacting particle system algorithm
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    stability
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    exit system
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    systemic risk
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    Stability in a model of interbank lending (English)
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    Identifiers

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