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Latest revision as of 09:33, 30 July 2024

scientific article; zbMATH DE number 7323556
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English
FINANCIAL CONTAGION IN A STOCHASTIC BLOCK MODEL
scientific article; zbMATH DE number 7323556

    Statements

    FINANCIAL CONTAGION IN A STOCHASTIC BLOCK MODEL (English)
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    16 March 2021
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    systemic risk
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    financial contagion
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    inhomogeneous random graphs
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    weighted random graphs
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    directed random graphs
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    stochastic block model
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    core-periphery
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    assortative random graphs
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    counterparty-dependent exposures
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