Pages that link to "Item:Q5258451"

The following pages link to Systemic Risk in Interbanking Networks (Q5258451):

Displaying 17 items.

• The pricing of basket options: a weak convergence approach (Q1728166) (← links)
• Well-posedness and approximation of some one-dimensional Lévy-driven non-linear SDEs (Q1994897) (← links)
• An SPDE model for systemic risk with endogenous contagion (Q1999595) (← links)
• Reinforcement learning and stochastic optimisation (Q2072112) (← links)
• Approximating Nash equilibrium for optimal consumption in stochastic growth model with jumps (Q2084829) (← links)
• Centralized systemic risk control in the interbank system: weak formulation and gamma-convergence (Q2145789) (← links)
• Dynamic contagion in a banking system with births and defaults (Q2292038) (← links)
• Mean field analysis of neural networks: a central limit theorem (Q2301498) (← links)
• Markov chain approximation and measure change for time-inhomogeneous stochastic processes (Q2662572) (← links)
• A Dynamic Network Model of Interbank Lending—Systemic Risk and Liquidity Provisioning (Q3387916) (← links)
• Dynamic analysis of counterparty exposures and netting efficiency of central counterparty clearing (Q5014250) (← links)
• Network Effects in Default Clustering for Large Systems (Q5108926) (← links)
• Short Communication: Dynamic Default Contagion in Heterogeneous Interbank Systems (Q5162854) (← links)
• Mean Field Analysis of Neural Networks: A Law of Large Numbers (Q5219306) (← links)
• Financial Asset Bubbles in Banking Networks (Q5227411) (← links)
• Well-posedness of a system of SDEs driven by jump random measures (Q6051211) (← links)
• Propagation of chaos for maxima of particle systems with mean-field drift interaction (Q6090875) (← links)