Control of Interbank Contagion Under Partial Information
DOI10.1137/140981538zbMATH Open1330.91191OpenAlexW2231605879MaRDI QIDQ3465254FDOQ3465254
Hamed Amini, Andreea Minca, Agnès Sulem
Publication date: 21 January 2016
Published in: SIAM Journal on Financial Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/140981538
Management decision making, including multiple objectives (90B50) Deterministic network models in operations research (90B10) Corporate finance (dividends, real options, etc.) (91G50) Stochastic network models in operations research (90B15) Markov and semi-Markov decision processes (90C40) Actuarial science and mathematical finance (91G99)
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