Browsing by Author "Fracastoro, Giulia"
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Clearing payments in dynamic financial networks
Calafiore, Giuseppe C.; Fracastoro, Giulia; Proskurnikov, Anton V. (2023-12)This paper proposes a novel dynamical model for determining clearing payments in financial networks. We extend the classical Eisenberg–Noe model of financial contagion to multiple time periods, allowing financial operations ...