Systemic risk and optimal fee for central clearing counterparty under partial netting.

Zhenyu Cui Qi Feng Ruimeng Hu Bin Zou

Published in: Oper. Res. Lett. (2018)

Keyphrases

conditional expectation
dynamic programming
optimal design
risk management
worst case
machine learning
finding optimal
social networks
genetic algorithm
case study
database systems
objective function
multi agent
optimal solution
website
decision making
learning algorithm
minimum risk
risk neutral
database