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Persistent link: https://www.econbiz.de/10012039993
Since the financial crisis in 2007-2008, the vulnerability of a financial system has become a major concern in financial engineering. In this paper, we analyze the vulnerability of a financial network based on the linear optimization model introduced by Eisenberg and Noe (2001), where the right...
Persistent link: https://www.econbiz.de/10012936506