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An optimization algorithm for the clearing of interbank payments

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  • Shafransky, Yakov M.
  • Doudkin, Alexander A.

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  • Shafransky, Yakov M. & Doudkin, Alexander A., 2006. "An optimization algorithm for the clearing of interbank payments," European Journal of Operational Research, Elsevier, vol. 171(3), pages 743-749, June.
    • Handle: RePEc:eee:ejores:v:171:y:2006:i:3:p:743-749
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    References listed on IDEAS

    as
    1. Bech, Morten L. & Soramäki, Kimmo, 2001. "Gridlock resolution in interbank payment systems," Research Discussion Papers 9/2001, Bank of Finland.
    2. Leinonen, Harry & Soramäki, Kimmo, 2003. "Simulating interbank payments and securities settlement mechanism with the BoF-PSS2 simulator," Research Discussion Papers 23/2003, Bank of Finland.
    3. Guntzer, Michael M. & Jungnickel, Dieter & Leclerc, Matthias, 1998. "Efficient algorithms for the clearing of interbank payments," European Journal of Operational Research, Elsevier, vol. 106(1), pages 212-219, April.
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    Cited by:

    1. Teodoro Criscione, 2024. "Topological Components in a Community Currency Network," Papers 2409.13674, arXiv.org, revised Apr 2025.

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