For a deterministic distress-contagion model on dense financial networks, rank-K exposure structures reduce exactly to K feedback equations, with proven Wasserstein stability, graphon limits, and an indicator-loss theory under threshold regularity.
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Low-rank and graphon limits for dynamic threshold distress contagion in heterogeneous financial networks
For a deterministic distress-contagion model on dense financial networks, rank-K exposure structures reduce exactly to K feedback equations, with proven Wasserstein stability, graphon limits, and an indicator-loss theory under threshold regularity.