2 papers
cs.DS2026
Dynamic Debt Swapping in Financial Networks
Henri Froese, Martin Hoefer, Lisa Wilhelmi
A debt swap is an elementary edge swap in a directed, weighted graph, where two edges with the same weight swap their targets. Debt swaps are a natural and appealing operation in f…
cs.GT2025
Fractional Claims Trades and Donations in Financial Networks
Martin Hoefer, Lars Huth, Lisa Wilhelmi
Exploring measures to improve financial networks and mitigate systemic risks is an ongoing challenge. We study claims trading, a notion defined in Chapter 11 of the U.S. Bankruptcy…