Impact of contingent payments on systemic risk in financial networks
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Publication:2323337
DOI10.1007/s11579-019-00239-9zbMath1422.91740arXiv1805.08544OpenAlexW2963270255MaRDI QIDQ2323337
Zachary Feinstein, Tathagata Banerjee
Publication date: 30 August 2019
Published in: Mathematics and Financial Economics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1805.08544
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Related Items (4)
Contingent Convertible Obligations and Financial Stability ⋮ Default ambiguity: finding the best solution to the clearing problem ⋮ Multi-period liability clearing via convex optimal control ⋮ Obligations with Physical Delivery in a Multilayered Financial Network
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