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"Computation of Systemic Risk Measures: A Mixed-Integer Programming Approach."

Çagin Ararat, Nurtai Meimanjan (2023)

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DOI: 10.1287/OPRE.2021.0040

access: closed

type: Journal Article

metadata version: 2024-06-17

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Çagin Ararat, Nurtai Meimanjan:
Computation of Systemic Risk Measures: A Mixed-Integer Programming Approach. Oper. Res. 71(6): 2130-2145 (2023)

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