Pricing of Debt and Equity in a Financial Network with Comonotonic Endowments
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Publication:5106355
DOI10.1287/opre.2022.2275zbMath1500.91144arXiv1810.01372OpenAlexW2894623459MaRDI QIDQ5106355
Zachary Feinstein, Tathagata Banerjee
Publication date: 19 September 2022
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1810.01372
Related Items (5)
Contingent Convertible Obligations and Financial Stability ⋮ Interbank asset-liability networks with fire sale management ⋮ Clearing payments in dynamic financial networks ⋮ Optimal network compression ⋮ Optimization of Fire Sales and Borrowing in Systemic Risk
Uses Software
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