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Volumn 4, Issue 1, 2013, Pages 151-184

Large deviations for a mean field model of systemic risk

Author keywords

Dynamic phase transitions; Large deviations; Mean field; Systemic risk

Indexed keywords


EID: 84881029305     PISSN: None     EISSN: 1945497X     Source Type: Journal    
DOI: 10.1137/12087387X     Document Type: Article
Times cited : (115)

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