Funder
National Science Foundation
Mathematics Research Communities
NSF
Subject
Applied Mathematics,Industrial and Manufacturing Engineering,Management Science and Operations Research,Software
Reference15 articles.
1. H. Amini, D. Filipović, A. Minca, Systemic risk and central clearing counterparty design, SSRN Id: 2275376, 2015.
2. Uniqueness of equilibrium in a payment system with liquidation costs;Amini;Oper. Res. Lett.,2016
3. Coherent measures of risk;Artzner;Math. Finance,1999
4. A. Capponi, W.A. Cheng, S. Rajan, Systemic Risk: The Dynamics Under Central Clearing, Office of Financial Research Working Paper (15–08), 2015.
5. An axiomatic approach to systemic risk;Chen;Manage. Sci.,2013
Cited by
4 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献