A duality theory of payment systems
From MaRDI portal
Publication:1039736
DOI10.1016/J.JMATECO.2008.05.002zbMATH Open1176.91166OpenAlexW1997717746MaRDI QIDQ1039736FDOQ1039736
Authors: Rodrigo Peñaloza 
Publication date: 23 November 2009
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmateco.2008.05.002
Recommendations
Cites Work
- Perfect competition in the continuous assignment model
- A class of infinite dimensional linear programming problems
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- An Extended Duality Theorem for Continuous Linear Programming Problems
- The nonatomic assignment model
- Subdifferentiability and the duality gap
- Linear programs in topological vector spaces
- Measurability of fixed point sets of multivalued random operators
Cited In (11)
- The intraday liquidity management game
- An agent-based model of payment systems
- Payment instruments and collateral in the interbank payment system
- A dynamic model of settlement
- Discussion of: ``Payments on digital platforms: resiliency, interoperability and welfare
- Sequential payments and optimal pricing in payment systems
- Interlinkages between payment and securities settlement systems
- Liquidity-saving mechanisms in collateral-based RTGS payment systems
- Private payment systems, collateral, and interest rates
- Why does overnight liquidity cost more than intraday liquidity?
- Title not available (Why is that?)
This page was built for publication: A duality theory of payment systems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1039736)
