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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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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
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