"Interbank Clearing in Financial Networks with Multiple Maturities."

Michael Kusnetsov, Luitgard Anna Maria Veraart (2019)

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DOI: 10.1137/18M1180542

access: closed

type: Journal Article

metadata version: 2019-04-18

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Michael Kusnetsov, Luitgard Anna Maria Veraart:
Interbank Clearing in Financial Networks with Multiple Maturities. SIAM J. Financial Math. 10(1): 37-67 (2019)

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