Assessing interbank contagion using simulated networks
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Publication:2438067
DOI10.1007/s10287-013-0168-4zbMath1282.91399MaRDI QIDQ2438067
Grzegorz Hałaj, Christoffer Kok
Publication date: 10 March 2014
Published in: Computational Management Science (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10419/153939
90B15: Stochastic network models in operations research
91G99: Actuarial science and mathematical finance
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Uses Software
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