Financial Asset Bubbles in Banking Networks
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Publication:5227411
DOI10.1137/18M1193189zbMath1422.91798arXiv1806.01728OpenAlexW2962878016WikidataQ127953304 ScholiaQ127953304MaRDI QIDQ5227411
Francesca Biagini, Andrea Mazzon, Thilo Meyer-Brandis
Publication date: 26 July 2019
Published in: SIAM Journal on Financial Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1806.01728
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Financial applications of other theories (91G80) Actuarial science and mathematical finance (91G99)
Related Items (2)
Liquidity Induced Asset Bubbles via Flows of ELMMs ⋮ Mean field games with heterogeneous groups: application to banking systems
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