Managing Default Contagion in Inhomogeneous Financial Networks

Summary

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Authors: Nils Detering, Thilo Meyer-Brandis, Konstantinos Panagiotou, Daniel Ritter

Journal title: SIAM Journal on Financial Mathematics

Journal number: 10/2

Journal publisher: Society for Industrial and Applied Mathematics Publications

Published year: 2019

Published pages: 578-614

DOI identifier: 10.1137/17m1156046

ISSN: 1945-497X