On some extended mixed integer optimization models of the Eisenberg–Noe model in systemic risk management (Q6092540)
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scientific article; zbMATH DE number 7769636
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| English | On some extended mixed integer optimization models of the Eisenberg–Noe model in systemic risk management |
scientific article; zbMATH DE number 7769636 |
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On some extended mixed integer optimization models of the Eisenberg–Noe model in systemic risk management (English)
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23 November 2023
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financial network
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systemic risk
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mixed integer programming
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coefficient strengthening
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sequential linear optimization
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