"Optimal Clearing Payments in a Financial Contagion Model."

Giuseppe Carlo Calafiore, Giulia Fracastoro, Anton V. Proskurnikov (2024)

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DOI: 10.1137/22M150294X

access: closed

type: Journal Article

metadata version: 2024-06-18

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Giuseppe Carlo Calafiore, Giulia Fracastoro, Anton V. Proskurnikov:
Optimal Clearing Payments in a Financial Contagion Model. SIAM J. Financial Math. 15(2): 473-502 (2024)

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