Mathematical modeling and analysis of insolvency contagion in an interbank network (Q1709963)
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scientific article; zbMATH DE number 7002350
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| English | Mathematical modeling and analysis of insolvency contagion in an interbank network |
scientific article; zbMATH DE number 7002350 |
Statements
Mathematical modeling and analysis of insolvency contagion in an interbank network (English)
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15 January 2019
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systemic risk
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clearing payment vector
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contagion
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interbank network
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double obstacle problem
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0.8164942860603333
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0.7881303429603577
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0.7850749492645264
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0.7830412983894348
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0.781295120716095
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