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Banerjee, Tathagata
Feinstein, Zachary
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Price mediated contagion through capital ratio requirements with VWAP liquidation prices
Banerjee, Tathagata
;
Feinstein, Zachary
- In:
European journal of operational research : EJOR
295
(
2021
)
3
,
pp. 1147-1160
Persistent link: https://www.econbiz.de/10012622448
Saved in:
2
Impact of contingent payments on systemic risk in financial networks
Banerjee, Tathagata
;
Feinstein, Zachary
- In:
Mathematics and financial economics
13
(
2019
)
4
,
pp. 617-636
Persistent link: https://www.econbiz.de/10012055893
Saved in:
3
Pricing of debt and equity in a financial network with comonotonic endowments
Banerjee, Tathagata
;
Feinstein, Zachary
- In:
Operations research
70
(
2022
)
4
,
pp. 2085-2100
Persistent link: https://www.econbiz.de/10013366423
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