Financial networks with intermediation

DOI10.1088/1469-7688/1/4/304zbMath1405.91758OpenAlexW2096664445MaRDI QIDQ4646499

Ke Ke, Anna Nagurney

Publication date: 14 January 2019

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1088/1469-7688/1/4/304

zbMATH Keywords

variational inequalitiesmulticriteria decision makingequilibriumnetworksfinancefinancial intermediationrisk management

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Management decision making, including multiple objectives (90B50) Stochastic network models in operations research (90B15) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Actuarial science and mathematical finance (91G99)

Related Items (7)

Financial networks with intermediation: risk management with variable weights ⋮ Dynamics of global supply chain supernetworks ⋮ Closed-Loop Supply Chain Network Equilibrium with Online Second-Hand Trading ⋮ Double-layered dynamics: a unified theory of projected dynamical systems and evolutionary variational inequalities ⋮ Dynamics of international financial networks with risk management ⋮ Network topology of the interbank market ⋮ Financial networks with electronic transactions: modelling, analysis and computations

This page was built for publication: Financial networks with intermediation