| Publication | Date of Publication | Type |
|---|
Central limit theorems for price-mediated contagion in stochastic financial networks
SIAM Journal on Financial Mathematics | 2025-11-25 | Paper |
Graphon mean-field backward stochastic differential equations with jumps and associated dynamic risk measures
Finance and Stochastics | 2025-09-23 | Paper |
Social distancing game and insurance investment in a pandemic
Annals of Operations Research | 2024-07-16 | Paper |
Clustering heterogeneous financial networks
Mathematical Finance | 2024-03-14 | Paper |
Bootstrap percolation in inhomogeneous random graphs
Advances in Applied Probability | 2024-02-20 | Paper |
| Ruin-dependent bivariate stochastic fluid processes | 2023-07-31 | Paper |
Contagion risks and security investment in directed networks
Mathematics and Financial Economics | 2023-07-10 | Paper |
Decentralized payment clearing using blockchain and optimal bidding
European Journal of Operational Research | 2023-07-10 | Paper |
Optimal network compression
European Journal of Operational Research | 2023-07-03 | Paper |
| Duration-dependent stochastic fluid processes and solar energy revenue modeling | 2023-04-12 | Paper |
| Stochastic Graphon Mean Field Games with Jumps and Approximate Nash Equilibria | 2023-04-08 | Paper |
A central limit theorem for diffusion in sparse random graphs
Journal of Statistical Physics | 2023-03-07 | Paper |
| Ruin Probabilities for Risk Processes in Stochastic Networks | 2023-02-13 | Paper |
A Dynamic Contagion Risk Model with Recovery Features
Mathematics of Operations Research | 2022-06-27 | Paper |
Epidemic spreading and equilibrium social distancing in heterogeneous networks
Dynamic Games and Applications | 2022-04-22 | Paper |
| Limit Theorems for Default Contagion and Systemic Risk | 2021-04-01 | Paper |
A Central Limit Theorem for Diffusion in Sparse Random Graphs
(available as arXiv preprint) | 2021-02-27 | Paper |
Systemic Risk in Networks with a Central Node
SIAM Journal on Financial Mathematics | 2020-05-29 | Paper |
Flooding in weighted random graphs
2011 Proceedings of the Eighth Workshop on Analytic Algorithmics and Combinatorics (ANALCO) | 2019-09-16 | Paper |
Uniqueness of equilibrium in a payment system with liquidation costs
Operations Research Letters | 2018-09-28 | Paper |
To fully net or not to net: adverse effects of partial multilateral netting
Operations Research | 2016-12-20 | Paper |
Inhomogeneous financial networks and contagious links
Operations Research | 2016-12-20 | Paper |
Resilience to contagion in financial networks
Mathematical Finance | 2016-04-14 | Paper |
Control of interbank contagion under partial information
SIAM Journal on Financial Mathematics | 2016-01-21 | Paper |
The diameter of weighted random graphs
The Annals of Applied Probability | 2015-05-29 | Paper |
The diameter of weighted random graphs
The Annals of Applied Probability | 2015-05-29 | Paper |
Shortest-weight paths in random regular graphs
SIAM Journal on Discrete Mathematics | 2014-09-26 | Paper |
Bootstrap percolation in power-law random graphs
Journal of Statistical Physics | 2014-07-10 | Paper |
| scientific article; zbMATH DE number 6303024 (Why is no real title available?) | 2014-06-11 | Paper |
Flooding in weighted sparse random graphs
SIAM Journal on Discrete Mathematics | 2013-06-27 | Paper |
Upper deviations for split times of branching processes
Journal of Applied Probability | 2013-01-19 | Paper |
Stress testing the resilience of financial networks
International Journal of Theoretical and Applied Finance | 2012-04-24 | Paper |
Bootstrap percolation in living neural networks
Journal of Statistical Physics | 2010-12-03 | Paper |
Bootstrap percolation and diffusion in random graphs with given vertex degrees
The Electronic Journal of Combinatorics | 2010-03-26 | Paper |
Bootstrap percolation and diffusion in random graphs with given vertex degrees
The Electronic Journal of Combinatorics | 2010-03-26 | Paper |
Marketing in a Random Network
Lecture Notes in Computer Science | 2009-03-26 | Paper |
