Systemic Risk Illustrated

53 citations recorded by the source corpus.

Subfields: Finance

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Mean Field Games and Systemic Risk (2013, background): “In Section 2 we recall the results of the descriptive model presented in [10] without control, that is ↵i”
A McKean–Vlasov equation with positive feedback and blow-ups (2018, background): “This could also be of interest in the financial framework, for example, to include a target leverage ratio or to model some notion of “flocking to default” as in [11].”
Strong Solutions of Mean-Field Stochastic Differential Equations with irregular drift (2018, unknown): “[12], [13], [18], [19], [20], [25], and the cited sources therein.”