Zhongyuan Cao

INRIA Paris

2 rue

Simone Iff

Paris, 75589

France

SCHOLARLY PAPERS

6

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610

SSRN CITATIONS

6

CROSSREF CITATIONS

0

Scholarly Papers (6)

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1.

Fire Sales, Default Cascades and Complex Financial Networks

Number of pages: 54 Posted: 05 Oct 2021 Last Revised: 24 May 2023
Hamed Amini, Zhongyuan Cao and Agnes Sulem
University of Florida, INRIA Paris and INRIA Paris
Downloads 144 (321,761)
Citation 2

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Fire Sales, Default Contagion, Financial Networks, Systemic Risk.

2.

Graphon Mean-Field Backward Stochastic Differential Equations With Jumps and Associated Dynamic Risk Measures

Number of pages: 37 Posted: 24 Jul 2022 Last Revised: 07 Apr 2023
Hamed Amini, Zhongyuan Cao and Agnes Sulem
University of Florida, INRIA Paris and INRIA Paris
Downloads 135 (340,418)

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Mean-field BSDEs with jumps, graphon particle systems, dynamic risk measures

3.

Limit Theorems for Default Contagion and Systemic Risk

Number of pages: 45 Posted: 24 Mar 2021 Last Revised: 16 Apr 2023
Hamed Amini, Zhongyuan Cao and Agnes Sulem
University of Florida, INRIA Paris and INRIA Paris
Downloads 123 (362,957)

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Systemic Risk, Default Contagion, Financial Networks, Limit Theorems.

4.

Ruin Probabilities for Risk Processes in Stochastic Networks

Number of pages: 32 Posted: 14 Feb 2023
Hamed Amini, Zhongyuan Cao, Andreea Minca and Agnes Sulem
University of Florida, INRIA Paris, Cornell University and INRIA Paris
Downloads 106 (403,778)

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Risk processes, ruin probabilities, stochastic networks.

5.

The Default Cascade Process in Stochastic Financial Networks

Number of pages: 12 Posted: 30 Jan 2022 Last Revised: 07 Sep 2022
Hamed Amini, Zhongyuan Cao and Agnes Sulem
University of Florida, INRIA Paris and INRIA Paris
Downloads 84 (469,726)
Citation 2

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Financial Networks, Systemic Risk, Default Cascade Process, Limit Theorems.

6.

Stochastic Graphon Mean Field Games with Jumps and Approximate Nash Equilibria

Number of pages: 37 Posted: 18 Apr 2023
Hamed Amini, Zhongyuan Cao and Agnes Sulem
University of Florida, INRIA Paris and INRIA Paris
Downloads 18 (833,157)

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Graphons, mean field games, jump measures, heterogenous interactions, controlled dynamics, approximate Nash equilbria