Systemic risk and interbank lending (Q1626503)

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Systemic risk and interbank lending
scientific article

    Statements

    title
    Systemic risk and interbank lending (English)
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    author
    Li-Hsien Sun
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    publication date
    27 November 2018
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    zbMATH Keywords
    Feller diffusion
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    systemic risk
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    inter lending system
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    linear quadratic regulator
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    stochastic game
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    Nash equilibrium
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    mean field game
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    cites work
    Mean field games
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    Q2807034
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    Identifiers

    Mathematics Subject Classification ID
    91G99
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    91A15
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    91A07
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    zbMATH DE Number
    6985468
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    OpenAlex ID
    W2557046486
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    arXiv ID
    1611.06672
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