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~person:"Amini, Hamed"
~person:"Billio, Monica"
~subject:"Contagion effect"
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Amini, Hamed
Billio, Monica
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Journal of financial stability
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Operations research letters
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A dynamic contagion risk model with recovery features
Amini, Hamed
;
Minca, Andreea
;
Sulem, Agnès
- In:
Mathematics of operations research
47
(
2022
)
2
,
pp. 1412-1442
Persistent link: https://www.econbiz.de/10013365316
Saved in:
2
Resilience to contagion in financial networks
Amini, Hamed
;
Cont, Rama
;
Minca, Andreea
- In:
Mathematical finance : an international journal of …
26
(
2016
)
2
,
pp. 329-365
Persistent link: https://www.econbiz.de/10011577151
Saved in:
3
Inhomogeneous financial networks and contagious links
Amini, Hamed
;
Minca, Andreea
- In:
Operations research
64
(
2016
)
5
,
pp. 1109-1120
Persistent link: https://www.econbiz.de/10011594660
Saved in:
4
Optimal equity infusions in interbank networks
Amini, Hamed
;
Minca, Andreea
;
Sulem, Agnès
- In:
Journal of financial stability
31
(
2017
),
pp. 1-17
Persistent link: https://www.econbiz.de/10011877518
Saved in:
5
Uniqueness of equilibrium in a payment system with liquidation costs
Amini, Hamed
;
Filipović, Damir
;
Minca, Andreea
- In:
Operations research letters
44
(
2016
)
1
,
pp. 1-5
Persistent link: https://www.econbiz.de/10011454007
Saved in:
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