2 papers
econ.GN2020
Contingent Capital with Stock Price Triggers in Interbank Networks
Anne G. Balter, Nikolaus Schweizer, Juan C. Vera
This paper studies existence and uniqueness of equilibrium prices in a model of the banking sector in which banks trade contingent convertible bonds with stock price triggers among…
math.OC2018
Deciding Robust Feasibility and Infeasibility Using a Set Containment Approach: An Application to Stationary Passive Gas Network Operations
Denis Aßmann, Frauke Liers, Michael Stingl +1
In this paper we study feasibility and infeasibility of nonlinear two-stage fully adjustable robust feasibility problems with an empty first stage. This is equivalent to deciding w…