Clearing payments in financial networks with credit default swaps S Schuldenzucker, S Seuken, S Battiston Proceedings of the 2016 ACM Conference on Economics and Computation, 759-759, 2016 | 22 | 2016 |
Default ambiguity: Credit default swaps create new systemic risks in financial networks S Schuldenzucker, S Seuken, S Battiston Management Science 66 (5), 1981-1998, 2020 | 18 | 2020 |
Finding clearing payments in financial networks with credit default swaps is PPAD-complete S Schuldenzucker, S Seuken, S Battiston LIPIcs: Leibniz International Proceedings in Informatics, 2017 | 18 | 2017 |
Portfolio compression in financial networks: Incentives and systemic risk S Schuldenzucker, S Seuken Proceedings of the 21st ACM Conference on Economics and Computation, 79-79, 2020 | 11* | 2020 |
The computational complexity of financial networks with credit default swaps S Schuldenzucker, S Seuken, S Battiston arXiv preprint arXiv:1710.01578, 2017 | 5* | 2017 |
Decomposing contracts S Schuldenzucker Master’s thesis, University of Bonn, 2014 | 2 | 2014 |
Monotonic and non-monotonic solution concepts for generalized circuits S Schuldenzucker, S Seuken arXiv preprint arXiv:1907.12854, 2019 | 1 | 2019 |
An axiomatic framework for no-arbitrage relationships in financial derivatives markets S Schuldenzucker Technical report, University of Zurich, 2016 | 1 | 2016 |
Finding Clearing Payments in Financial Networks with Credit Default Swaps is PPAD-hard S Schuldenzucker, S Seuken, S Battiston Working Paper, 2016b. URL http://www. ifi. uzh. ch/ce/publications …, 0 | 1 | |
A Formal Analysis of Complexity and Systemic Risk in Financial Networks with Derivatives S Schuldenzucker University of Zurich, 2019 | | 2019 |