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Hambly, Ben, Meier, Julian and Sojmark, Andreas 
ORCID: 0000-0001-7488-0221
(2025)
An SPDE with Robin-type boundary for a system of elastically killed diffusions on the positive half-line.
Stochastic Processes and Their Applications, 179.
ISSN 0304-4149
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
