Contagious McKean-Vlasov systems with heterogeneous impact and exposure (Q6111007)
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scientific article; zbMATH DE number 7708038
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| English | Contagious McKean-Vlasov systems with heterogeneous impact and exposure |
scientific article; zbMATH DE number 7708038 |
Statements
Contagious McKean-Vlasov systems with heterogeneous impact and exposure (English)
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6 July 2023
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mean-field limit
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contagion
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heterogeneous network
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default cascades
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dynamic interbank model
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systemic risk
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0.7681735754013062
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0.7503390312194824
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0.744600236415863
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0.7443733215332031
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