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Fire Sales, Default Cascades and Complex Financial Networks

Hamed Amini 1 Zhongyuan Cao 2 Agnes Sulem 2 
2 MATHRISK - Mathematical Risk Handling
UPEM - Université Paris-Est Marne-la-Vallée, ENPC - École des Ponts ParisTech, Inria de Paris
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Preprints, Working Papers, ...
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https://hal.inria.fr/hal-03425599
Contributor : Agnes Sulem Connect in order to contact the contributor
Submitted on : Tuesday, November 16, 2021 - 5:19:27 PM
Last modification on : Friday, November 18, 2022 - 9:28:23 AM
Long-term archiving on: : Thursday, February 17, 2022 - 9:13:38 PM

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Hamed Amini, Zhongyuan Cao, Agnes Sulem. Fire Sales, Default Cascades and Complex Financial Networks. {date}. ⟨hal-03425599⟩

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