Optimal control of interbank contagion under complete information
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Publication:5402789
DOI10.1515/strm-2013-1165zbMath1291.91250OpenAlexW2056833058MaRDI QIDQ5402789
Publication date: 17 March 2014
Published in: Statistics & Risk Modeling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/strm-2013-1165
bank runssystemic riskfinancial contagionliquidity riskfinancial networksoptimal interventionbail-outs
Stochastic network models in operations research (90B15) Combinatorial optimization (90C27) Corporate finance (dividends, real options, etc.) (91G50) Actuarial science and mathematical finance (91G99)
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