Markov type models for large-valued interbank payment systems
Due to the reform of payment systems from netting settlement systems to Real Time Gross Settlement systems (RTGS) around the world in recent years, there is a dramatic increase in the interest in modeling the large-valued interbank payment system. Recently some queueing facilities have been introduc...
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London School of Economics and Political Science (University of London)
2011
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Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.548117 |