Uniqueness of equilibrium in a payment system with liquidation costs
type: Item
instance of: scholarly article
title: Uniqueness of equilibrium in a payment system with liquidation costs
zbMATH Open document ID: 1408.91244
author: Hamed Amini
author: Damir Filipović
author: Andreea Minca
published in: Operations Research Letters
publication date: 2018-09-28T00:00:00Z
Mathematics Subject Classification ID: 91G99
Mathematics Subject Classification ID: 90B10
Mathematics Subject Classification ID: 91G40
zbMATH DE Number: 6945428
zbMATH Keywords: financial network
zbMATH Keywords: systemic risk
zbMATH Keywords: Eisenberg-Noe model
zbMATH Keywords: asset price contagion
MaRDI profile type: Publication
full work available at URL: j.orl.2015.10.005
OpenAlex ID: W3022003559
cites work: Control of Interbank Contagion Under Partial Information
cites work: Systemic Risk in Financial Systems
cites work: A lattice-theoretical fixpoint theorem and its applications
DOI: 10.1016/J.ORL.2015.10.005
description: scientific article; zbMATH DE number 6945428