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Optimal Clearing Payments in a Financial Contagion Model

Fuente: arXiv
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Bibliographic Details
Main Authors: Calafiore, Giuseppe, Fracastoro, Giulia, Proskurnikov, Anton V.
Format: Preprint
Published: 2021
Subjects:
Optimization and Control
Computational Engineering, Finance, and Science
Mathematical Finance
Risk Management
Online Access:
Acceder al recurso
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