Uniqueness of Clearing Payment Matrices in Financial Networks

DOI10.1287/moor.2023.1354OpenAlexW4327595745MaRDI QIDQ6189903

P. Jean-Jacques Herings, Péter Csóka

Publication date: 5 March 2024

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://cris.maastrichtuniversity.nl/en/publications/83d80d83-6e2c-4b4f-a4f2-f091d4311206

zbMATH Keywords

fixed pointssystemic riskfinancial networksbankruptcy rules

Mathematics Subject Classification ID

Resource and cost allocation (including fair division, apportionment, etc.) (91B32) Financial networks (including contagion, systemic risk, regulation) (91G45)

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