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Ghamami, Samim, Glasserman, Paul and Young, Hobart (2022) Collateralized networks. Management Science, 68 (3). 2202 - 2225. ISSN 0025-1909
Glasserman, Paul and Young, H. Peyton (2016) Contagion in financial networks. Journal of Economic Literature, 54 (3). pp. 779-831. ISSN 0022-0515