FINANCIAL CONTAGION IN A STOCHASTIC BLOCK MODEL (Q5854323)

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

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    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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