Systemic-Risk and Evolutionary Stable Strategies in a Financial Network
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DOI: 10.1007/s13235-022-00488-2
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- Indrajit Saha & Veeraruna Kavitha, 2020. "Financial replicator dynamics: emergence of systemic-risk-averting strategies," Papers 2003.00886, arXiv.org, revised Apr 2021.
- Glasserman, Paul & Young, H. Peyton, 2015. "How likely is contagion in financial networks?," Journal of Banking & Finance, Elsevier, vol. 50(C), pages 383-399.
- Larry Eisenberg & Thomas H. Noe, 2001. "Systemic Risk in Financial Systems," Management Science, INFORMS, vol. 47(2), pages 236-249, February.
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- Chunsheng Wang & Jiatong Weng & Jingshi He & Xiaopin Wang & Hong Ding & Quanxin Zhu, 2024. "Stability Analysis of the Credit Market in Supply Chain Finance Based on Stochastic Evolutionary Game Theory," Mathematics, MDPI, vol. 12(11), pages 1-16, June.
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More about this item
Keywords
Evolutionary stable strategy; Replicator dynamics; Ordinary differential equation; Systemic risk; Financial network;All these keywords.
JEL classification:
- C73 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Stochastic and Dynamic Games; Evolutionary Games
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
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