Systemic risk and interbank lending (Q1626503)
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scientific article; zbMATH DE number 6985468
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Systemic risk and interbank lending |
scientific article; zbMATH DE number 6985468 |
Statements
Systemic risk and interbank lending (English)
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27 November 2018
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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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0.9151917695999146
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0.8662848472595215
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0.8235644102096558
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0.8221343159675598
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