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  • Search: subject:"Rogers–Veraart model"
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Eisenberg–Noe model 1 Financial Engineering 1 Financial crisis 1 Financial engineering 1 Financial market 1 Finanzkrise 1 Finanzmarkt 1 Ganzzahlige Optimierung 1 Integer programming 1 Mathematical programming 1 Mathematische Optimierung 1 Measurement 1 Messung 1 Risiko 1 Risikomaß 1 Risk 1 Risk measure 1 Rogers–Veraart model 1 Systemic risk 1 Systemrisiko 1 Theorie 1 Theory 1 mixed-integer programming 1 set-valued risk measure 1 systemic risk measure 1 vector optimization 1
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Ararat, Çağın 1 Meimanjan, Nurtai 1
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Computation of systemic risk measures : a mixed-integer programming approach
Ararat, Çağın; Meimanjan, Nurtai - In: Operations research 71 (2023) 6, pp. 2130-2145
Persistent link: https://www.econbiz.de/10014445030
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