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To fully net or not to net : adverse effects of partial multilateral netting
Amini, Hamed; Filipović, Damir; Minca, Andreea - In: Operations research 64 (2016) 5, pp. 1135-1142
Persistent link: https://www.econbiz.de/10011594667
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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
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Dynamic leveraging-deleveraging games
Minca, Andreea; Wissel, Johannes Stefan - In: Operations research 68 (2020) 1, pp. 93-114
Persistent link: https://www.econbiz.de/10012172291