FINANCIAL CONTAGION IN A STOCHASTIC BLOCK MODEL (Q5854323): Difference between revisions
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scientific article; zbMATH DE number 7323556
Language | Label | Description | Also known as |
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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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