Stability in a model of interbank lending (Q2873149)

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scientific article; zbMATH DE number 6249480
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    Stability in a model of interbank lending
    scientific article; zbMATH DE number 6249480

      Statements

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      23 January 2014
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      Feller diffusion
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      interbank lending system
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      multiple defaults
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      interacting particle system algorithm
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      stability
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      exit system
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      systemic risk
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      Stability in a model of interbank lending (English)
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