Clearing in financial networks with constrained equal awards

Objectives. Financial networks with a rule of constrained equal awards for the distribution of the agent’s estate between its creditors are considered. The aim of the study is to develop an algorithm for constructing greatest clearing matrices for such networks under zero cash reserves of all agents...

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Bibliographic Details
Main Author: Ya. M. Shafransky
Format: Article
Language:Russian
Published: National Academy of Sciences of Belarus, the United Institute of Informatics Problems 2024-12-01
Series:Informatika
Subjects:
Online Access:https://inf.grid.by/jour/article/view/1313
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