Control of Interbank Contagion Under Partial Information
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Publication:3465254
DOI10.1137/140981538zbMath1330.91191OpenAlexW2231605879MaRDI QIDQ3465254
Hamed Amini, Andreea Minca, Agnès Sulem
Publication date: 21 January 2016
Published in: SIAM Journal on Financial Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/140981538
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A Dynamic Contagion Risk Model with Recovery Features ⋮ Optimal connectivity for a large financial network ⋮ Uniqueness of equilibrium in a payment system with liquidation costs ⋮ Optimal intervention in economic networks using influence maximization methods
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- Handbook on Systemic Risk
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- Optimal control of interbank contagion under complete information
- Spatial risk measures and their local specification: The locally law-invariant case
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