6 citations to https://www.mathnet.ru/rus/tvp5110
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Giuseppe C. Calafiore, Giulia Fracastoro, Anton V. Proskurnikov, “Optimal Clearing Payments in a Financial Contagion Model”, SIAM J. Finan. Math., 15:2 (2024), 473
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Yu. M. Kabanov, A. P. Sidorenko, “An axiomatic viewpoint on the Rogers–Veraart and Suzuki–Elsinger models of systemic risk”, Информ. и её примен., 17:1 (2023), 11–17
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Chen H., Wang T., Yao D.D., “Financial Network and Systemic Risk-a Dynamic Model”, Prod. Oper. Manag., 30:8 (2021), 2441–2466
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Giuseppe Calafiore, Giulia Fracastoro, Anton V. Proskurnikov, 2021 60th IEEE Conference on Decision and Control (CDC), 2021, 4804
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Ararat C., Rudloff B., “Dual Representations For Systemic Risk Measures”, Math. Financ. Econ., 14:1 (2020), 139–174
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Isaac Sonin, Konstantin Sonin, “A Continuous-Time Model of Financial Clearing”, SSRN Journal, 2020