Items where Author is "Sojmark, Andreas"

Item Type No Grouping

Contagious McKean–Vlasov systems with heterogeneous impact and exposure. Feinstein, Zachary and Sojmark, Andreas picture_as_pdf

An SPDE with Robin-type boundary for a system of elastically killed diffusions on the positive half-line. Hambly, Ben and Meier, Julian and Sojmark, Andreas picture_as_pdf

Short communication:dynamic default contagion in heterogeneous interbank systems. Feinstein, Zachary and Sojmark, Andreas picture_as_pdf