"Sensitivity of the Eisenberg-Noe Clearing Vector to Individual Interbank ..."

Zachary Feinstein et al. (2018)

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DOI: 10.1137/18M1171060

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type: Journal Article

metadata version: 2019-05-31

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Zachary Feinstein, Weijie Pang, Birgit Rudloff, Eric Schaanning, Stephan Sturm, Mackenzie Wildman:
Sensitivity of the Eisenberg-Noe Clearing Vector to Individual Interbank Liabilities. SIAM J. Financial Math. 9(4): 1286-1325 (2018)

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