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    Sensitivity analysis of the Eisenberg-Noe model of contagion
    13 years 3 months ago
    Sensitivity analysis of the Eisenberg-Noe model of contagion
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    We use linear programming to provide a sensitivity analysis of Eisenberg and Noe’s one-period model of contagion via direct bilateral links. We provide a formula for the sensiti...
    Ming Liu, Jeremy Staum
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