Systemic Risk in Interbanking Networks
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Publication:5258451
DOI10.1137/130937664zbMath1315.91065OpenAlexW3123893832MaRDI QIDQ5258451
Publication date: 26 June 2015
Published in: SIAM Journal on Financial Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/130937664
weak convergenceinteracting jump diffusionsinterbanking lendingsystemic indicatorstime varying square root diffusions
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