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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
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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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