Optimal dynamic clearing for interbank payments
Year of publication: |
2025
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Authors: | Chen, Shuzhen ; Baron, Opher ; Chen, Ningyuan |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Hanover, Md. : INFORMS, ISSN 1526-5501, ZDB-ID 2023019-9. - Vol. 71.2025, 4, p. 2953-2974
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Subject: | dynamic programming | inventory management | clearing policy | interbank payments | Zahlungsverkehr | Payment transactions | Geldmarkt | Money market | Clearing | Financial clearing | Dynamische Optimierung | Dynamic programming | Theorie | Theory | Bankenliquidität | Bank liquidity | Internationaler Zahlungsverkehr | International payments |
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