Financial networks with intermediation

DOI10.1088/1469-7688/1/4/304MaRDI QIDQ4646499zbMATH OpenOpenAlexFDO

Authors Anna Nagurney, Ke Ke

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

financenetworksequilibriumrisk managementvariational inequalitiesmulticriteria decision makingfinancial intermediation

Mathematics Subject Classification ID

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

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Cited in

(19)

• Double-layered dynamics: a unified theory of projected dynamical systems and evolutionary variational inequalities
• A network model and algorithm for the analysis and estimation of financial flow of funds
• Identification of critical nodes and links in financial networks with intermediation and electronic transactions
• scientific article; zbMATH DE number 7650394 (Why is no real title available?)
• Optimal connectivity for a large financial network
• Network topology of the interbank market
• Financial networks with socially responsible investing
• Economic equilibrium and financial networks.
• Clearing in Financial Networks
• Dynamics of international financial networks with risk management
• Financial networks with intermediation and transportation network equilibria: A supernetwork equivalence and reinterpretation of the equilibrium conditions with computations
• Pricing of debt and equity in a financial network with comonotonic endowments
• Clearing payments in dynamic financial networks
• Closed-Loop Supply Chain Network Equilibrium with Online Second-Hand Trading
• Financial networks with electronic transactions: modelling, analysis and computations
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