LSE creators

Number of items: 2.
Mathematics
  • Kusnetsov, Michael, Veraart, Luitgard A. M. (2019). Interbank clearing in financial networks with multiple maturities. SIAM Journal on Financial Mathematics, 10(1), 37-67. https://doi.org/10.1137/18M1180542 picture_as_pdf
  • Kusnetsov, Michael (2018). Clearing models for systemic risk assessment in interbank networks [Doctoral thesis]. London School of Economics and Political Science. https://doi.org/10.21953/lse.drjrfo6s8gvq