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Feinstein, Zachary and Sojmark, Andreas ORCID: 0000-0001-7488-0221
(2023)
Contagious McKean–Vlasov systems with heterogeneous impact and exposure.
Finance and Stochastics, 27 (3).
663 - 711.
ISSN 0949-2984
Feinstein, Zachary and Sojmark, Andreas ORCID: 0000-0001-7488-0221
(2021)
Short communication: dynamic default contagion in heterogeneous interbank systems.
SIAM Journal on Financial Mathematics, 12 (4).
SC83-SC97.
ISSN 1945-497X