6 citations to https://www.mathnet.ru/rus/tvp5110
  1. Giuseppe C. Calafiore, Giulia Fracastoro, Anton V. Proskurnikov, “Optimal Clearing Payments in a Financial Contagion Model”, SIAM J. Finan. Math., 15:2 (2024), 473  crossref
  2. 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  mathnet  crossref
  3. Chen H., Wang T., Yao D.D., “Financial Network and Systemic Risk-a Dynamic Model”, Prod. Oper. Manag., 30:8 (2021), 2441–2466  crossref  isi
  4. Giuseppe Calafiore, Giulia Fracastoro, Anton V. Proskurnikov, 2021 60th IEEE Conference on Decision and Control (CDC), 2021, 4804  crossref
  5. Ararat C., Rudloff B., “Dual Representations For Systemic Risk Measures”, Math. Financ. Econ., 14:1 (2020), 139–174  crossref  mathscinet  isi
  6. Isaac Sonin, Konstantin Sonin, “A Continuous-Time Model of Financial Clearing”, SSRN Journal, 2020  crossref