Sensitivity and computational complexity in financial networks

DOI10.3233/AF-160166zbMath1396.91823arXiv1503.07676OpenAlexW2963793797MaRDI QIDQ4586453

Sanjeev Khanna, Brett Hemenway

Publication date: 13 September 2018

Published in: Algorithmic Finance (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1503.07676

zbMATH Keywords

sensitivitycomputational complexitynetwork analysisfinancial contagionnetwork stability

Mathematics Subject Classification ID

Analysis of algorithms and problem complexity (68Q25) Deterministic network models in operations research (90B10) Actuarial science and mathematical finance (91G99)

Related Items (5)

Default ambiguity: finding the best solution to the clearing problem ⋮ Financial networks with singleton liability priorities ⋮ Financial networks with singleton liability priorities ⋮ Certifiably Pseudorandom Financial Derivatives ⋮ Unnamed Item

This page was built for publication: Sensitivity and computational complexity in financial networks