most citedImproved Hardness Results for the Clearing Problem in Financial Networks with Credit Default Swaps

1 citations · 1 across the 1 of their papers we have counts for

collaborators

1 paper

cs.GT2024★ 1 cited

Improved Hardness Results for the Clearing Problem in Financial Networks with Credit Default Swaps

Simon Dohn, Kristoffer Arnsfelt Hansen, Asger Klinkby

We study computational problems in financial networks of banks connected by debt contracts and credit default swaps (CDSs). A main problem is to determine \emph{clearing} payments,…