Uniqueness of equilibrium in a payment system with liquidation costs
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Publication:1785453
DOI10.1016/j.orl.2015.10.005zbMath1408.91244OpenAlexW3022003559MaRDI QIDQ1785453
Damir Filipović, Hamed Amini, Andreea Minca
Publication date: 28 September 2018
Published in: Operations Research Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.orl.2015.10.005
Deterministic network models in operations research (90B10) Credit risk (91G40) Actuarial science and mathematical finance (91G99)
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