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pro vyhledávání: '"Patrick Lucescu"'
Autor:
Walter Farkas, Patrick Lucescu
Publikováno v:
Mathematics, Vol 12, Iss 13, p 2083 (2024)
This paper develops a simplified agent-based model to investigate the dynamics of risk transfer and its implications for systemic risk within financial networks, focusing specifically on credit default swaps (CDSs) as instruments of risk allocation a
Externí odkaz:
https://doaj.org/article/90bda7786b684937885cc3d50495626b