Geodesic
Clearing in financial nteworks
Teoriâ veroâtnostej i ee primeneniâ, Tome 62 (2017) no. 2, pp. 311-344 Cet article a éte moissonné depuis la source Math-Net.Ru

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This paper is a survey of recent results on the clearing in financial systems. Mathematically, the principal questions of the reviewed studies are on the existence and uniqueness of solutions of specific nonlinear equations $x=f(x)$, where $f:{R}^d\to{R}^d$ is a mapping defined via stochastic and substochastic matrices. Some algorithms of calculations of fixed points are discussed.
Keywords: systemic risk, financial networks, clearing, Knaster–Tarski theorem. 
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Yu. M. Kabanov; R. Mokbel; Kh. El Bitar. Clearing in financial nteworks. Teoriâ veroâtnostej i ee primeneniâ, Tome 62 (2017) no. 2, pp. 311-344. http://geodesic.mathdoc.fr/item/TVP_2017_62_2_a4/

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