Systemic risk and interbank lending (Q1626503): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2557046486
@@ Property / OpenAlex ID: W2557046486 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.06672
@@ Property / arXiv ID: 1611.06672 / rank @@
+Normal rank
@@ Property / cites work @@
+Stability in a Model of Interbank Lending
@@ Property / cites work: Stability in a Model of Interbank Lending / rank @@
+Normal rank
@@ Property / cites work @@
+Mean field games and systemic risk
@@ Property / cites work: Mean field games and systemic risk / rank @@
+Normal rank
@@ Property / cites work @@
+Large Deviations for a Mean Field Model of Systemic Risk
+Normal rank
@@ Property / cites work @@
+Mean field games. I: The stationary case
@@ Property / cites work: Mean field games. I: The stationary case / rank @@
+Normal rank
@@ Property / cites work @@
+Mean field games. II: Finite horizon and optimal control
+Normal rank
@@ Property / cites work @@
+Mean field games
@@ Property / cites work: Mean field games / rank @@
+Normal rank
@@ Property / cites work @@
+Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
+Normal rank
@@ Property / cites work @@
+Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized $\varepsilon$-Nash Equilibria
+Normal rank
@@ Property / cites work @@
+Linear-quadratic mean field games
@@ Property / cites work: Linear-quadratic mean field games / rank @@
+Normal rank
@@ Property / cites work @@
+A probabilistic weak formulation of mean field games and applications
+Normal rank
@@ Property / cites work @@
+Control of McKean-Vlasov dynamics versus mean field games
+Normal rank
@@ Property / cites work @@
+A general characterization of the mean field limit for stochastic differential games
+Normal rank
@@ Property / cites work @@
+Translation invariant mean field games with common noise
+Normal rank
@@ Property / cites work @@
+A class of degenerate stochastic differential equations with non-Lipschitz coefficients
+Normal rank
@@ Property / cites work @@
+Mathematical methods for financial markets.
@@ Property / cites work: Mathematical methods for financial markets. / rank @@
+Normal rank
@@ Property / cites work @@
+Q2807034
@@ Property / cites work: Q2807034 / rank @@
+Normal rank
@@ Property / cites work @@
+Forward-backward linear quadratic stochastic optimal control problem with delay
+Normal rank
@@ Property / cites work @@
+The importance of strictly local martingales; applications to radial Ornstein-Uhlenbeck processes
+Normal rank
@@ Property / cites work @@
+A survey and some generalizations of Bessel processes
+Normal rank
@@ Property / cites work @@
+A comparison theorem for solutions of stochastic differential equations and its applications
+Normal rank
@@ Property / cites work @@
+OPTIMAL INVESTMENT UNDER RELATIVE PERFORMANCE CONCERNS
+Normal rank
@@ Property / cites work @@
+Controlled Markov processes and viscosity solutions
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:1626503