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~person:"Amini, Hamed"
~person:"Castiglionesi, Fabio"
~subject:"Network"
~type_genre:"Aufsatz in Zeitschrift"
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Amini, Hamed
Castiglionesi, Fabio
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Mathematics of operations research
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Review of finance : journal of the European Finance Association
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ECONIS (ZBW)
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A dynamic contagion risk model with recovery features
Amini, Hamed
;
Minca, Andreea
;
Sulem, Agnès
- In:
Mathematics of operations research
47
(
2022
)
2
,
pp. 1412-1442
Persistent link: https://www.econbiz.de/10013365316
Saved in:
2
Liquidity flows in interbank networks
Castiglionesi, Fabio
;
Eboli, Mario
- In:
Review of finance : journal of the European Finance …
22
(
2018
)
4
,
pp. 1291-1334
Persistent link: https://www.econbiz.de/10012005727
Saved in:
3
Resilience to contagion in financial networks
Amini, Hamed
;
Cont, Rama
;
Minca, Andreea
- In:
Mathematical finance : an international journal of …
26
(
2016
)
2
,
pp. 329-365
Persistent link: https://www.econbiz.de/10011577151
Saved in:
4
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
Saved in:
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