Fire Sales, Default Cascades and Complex Financial Networks

Hamed Amini, Zhongyuan Cao and Agnès Sulem
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Hamed Amini: Georgia State University - USG - University System of Georgia
Zhongyuan Cao: MATHRISK - Mathematical Risk Handling - UPEM - Université Paris-Est Marne-la-Vallée - ENPC - École nationale des ponts et chaussées - Centre Inria de Paris - Inria - Institut National de Recherche en Informatique et en Automatique
Agnès Sulem: MATHRISK - Mathematical Risk Handling - UPEM - Université Paris-Est Marne-la-Vallée - ENPC - École nationale des ponts et chaussées - Centre Inria de Paris - Inria - Institut National de Recherche en Informatique et en Automatique

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Date: 2025-04-09
Note: View the original document on HAL open archive server: https://inria.hal.science/hal-03425599v1
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Published in Mathematics and Financial Economics, 2025, 19 (2), pp.225-260. ⟨10.2139/ssrn.3935450⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-03425599

DOI: 10.2139/ssrn.3935450

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