Optimal connectivity for a large financial network
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Publication:4606418
DOI10.1051/proc/201759043zbMath1407.91293OpenAlexW2767664527MaRDI QIDQ4606418
Agnès Sulem, Andreea Minca, Rui Chen
Publication date: 7 March 2018
Published in: ESAIM: Proceedings and Surveys (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1051/proc/201759043
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Cites Work
- Mean field games and systemic risk
- RESILIENCE TO CONTAGION IN FINANCIAL NETWORKS
- Large Deviations for a Mean Field Model of Systemic Risk
- Stability in a Model of Interbank Lending
- Inhomogeneous Financial Networks and Contagious Links
- Risk in a Large Claims Insurance Market with Bipartite Graph Structure
- Control of Interbank Contagion Under Partial Information
- The Probability That a Random Multigraph is Simple
- Optimal control of interbank contagion under complete information
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