250 citations · 391 across the 13 of their papers we have counts for
3 papers · 1 filter
Decentralized Payment Clearing using Blockchain and Optimal Bidding
Hamed Amini, Maxim Bichuch, Zachary Feinstein
In this paper, we construct a decentralized clearing mechanism which endogenously and automatically provides a claims resolution procedure. This mechanism can be used to clear a ne…
Limit Theorems for Default Contagion and Systemic Risk
Hamed Amini, Zhongyuan Cao, Agnes Sulem
We consider a general tractable model for default contagion and systemic risk in a heterogeneous financial network, subject to an exogenous macroeconomic shock. We show that, under…
A Central Limit Theorem for Diffusion in Sparse Random Graphs
Hamed Amini, Erhan Bayraktar, Suman Chakraborty
We consider bootstrap percolation and diffusion in sparse random graphs with fixed degrees, constructed by configuration model. Every node has two states: it is either active or in…