Systemic robustness : a mean-field particle system approach
Erhan Bayraktar, Gaoyue Guo, Wenpin Tang, Yuming Paul Zhang
| Year of publication: |
2025
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|---|---|
| Authors: | Bayraktar, Erhan ; Guo, Gaoyue ; Tang, Wenpin ; Zhang, Yuming |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial economics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1467-9965, ZDB-ID 1481288-5. - Vol. 35.2025, 4, p. 727-744
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| Subject: | capital provision | drifted Brownian motion | hitting times | interacting particle systems | large system limits | McKean–Vlasov equation | mean-field interactions | systemic risk | Theorie | Theory | Stochastischer Prozess | Stochastic process | Systemrisiko | Systemic risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/mafi.12459 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015461690