Nils Detering, Thilo Meyer-Brandis, Konstantinos Panagiotou, Daniel Ritter 0004. Suffocating Fire Sales. SIAM J. Financial Math., 13(1):70-108, 2022. [doi]
@article{DeteringMPR22,
title = {Suffocating Fire Sales},
author = {Nils Detering and Thilo Meyer-Brandis and Konstantinos Panagiotou and Daniel Ritter 0004},
year = {2022},
doi = {10.1137/20m1379800},
url = {https://doi.org/10.1137/20m1379800},
researchr = {https://researchr.org/publication/DeteringMPR22},
cites = {0},
citedby = {0},
journal = {SIAM J. Financial Math.},
volume = {13},
number = {1},
pages = {70-108},
}