Equilibria and Systemic Risk in Saturated Networks

DOI10.1287/moor.2021.1188zbMath1498.91481arXiv1912.04815OpenAlexW3207915841MaRDI QIDQ5868935

Leonardo Massai, Giacomo Como, Fabio Fagnani

Publication date: 26 September 2022

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1912.04815

zbMATH Keywords

systemic risknetwork equilibriumfinancial networkslinear saturated models

Mathematics Subject Classification ID

Games involving graphs (91A43) Applications of game theory (91A80) Financial networks (including contagion, systemic risk, regulation) (91G45)

Related Items (1)

Clearing payments in dynamic financial networks

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