← All authors Andreas Søjmark London School of Economics and Political Science (per OpenAlex) · OpenAlex
6 papers in scope · 5 published · 1 on the econ.EM arXiv · 52 citations · h-index 2 (over the papers listed here)
Papers (1 of 6)
Contagious McKean–Vlasov problems with common noise: From smooth to singular feedback through hitting times
published 2025 · Electronic Journal of Probability · 2 citations · first circulated 2023
with Ben Hambly, Aldaïr Petronilia, Christoph Reisinger, Stefan Rigger
An SPDE with Robin-type boundary for a system of elastically killed diffusions on the positive half-line
published 2024 · Stochastic Processes and their Applications · first circulated 2022
with Ben Hambly, Julian Meier
working paper 2023 · arXiv
Contagious McKean–Vlasov systems with heterogeneous impact and exposure
published 2023 · Finance and Stochastics
with Zachary Feinstein
Short Communication: Dynamic Default Contagion in Heterogeneous Interbank Systems
published 2021 · SIAM Journal on Financial Mathematics · 11 citations · first circulated 2020
with Zachary Feinstein
An SPDE model for systemic risk with endogenous contagion
published 2019 · Finance and Stochastics · 39 citations · first circulated 2018
with Ben Hambly
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
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