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Strategic fire-sales and price-mediated contagion in the banking system
Braouezec, Yann; Wagalath, Lakshithe - In: European journal of operational research : EJOR 274 (2019) 3, pp. 1180-1197
Persistent link: https://www.econbiz.de/10011990311
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Economic foundations of generalized games with shared constraint : do binding agreements lead to less Nash equilibria?
Braouezec, Yann; Kiani, Keyvan - In: European journal of operational research : EJOR 308 (2023) 1, pp. 467-479
Persistent link: https://www.econbiz.de/10014283066
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A generalized Nash equilibrium problem arising in banking regulation : an existence result with Tarski's theorem
Braouezec, Yann; Kiani, Keyvan - In: Operations research letters 51 (2023) 1, pp. 105-110
Persistent link: https://www.econbiz.de/10014283305
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Mean field game of controls and an application to trade crowding
Cardaliaguet, Pierre; Lehalle, Charles-Albert - In: Mathematics and financial economics 12 (2018) 3, pp. 335-363
Persistent link: https://www.econbiz.de/10011963860