scientific article; zbMATH DE number 6866322

DOI10.4230/LIPIcs.ITCS.2017.32zbMath1402.91859MaRDI QIDQ4638083

Stefano Battiston, Steffen Schuldenzucker, Sven Seuken

Publication date: 3 May 2018

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

arithmetic circuitscredit default swapsfinancial networksPPADclearing systems

Mathematics Subject Classification ID

Computational difficulty of problems (lower bounds, completeness, difficulty of approximation, etc.) (68Q17) Credit risk (91G40)

Related Items (12)

Contingent Convertible Obligations and Financial Stability ⋮ Default ambiguity: finding the best solution to the clearing problem ⋮ Financial networks with singleton liability priorities ⋮ Financial networks with singleton liability priorities ⋮ Seniorities and minimal clearing in financial network games ⋮ Payment scheduling in the interval debt model ⋮ Obligations with Physical Delivery in a Multilayered Financial Network ⋮ Impact of contingent payments on systemic risk in financial networks ⋮ Certifiably Pseudorandom Financial Derivatives ⋮ Discrete versions of the KKM lemma and their PPAD-completeness ⋮ Unnamed Item ⋮ The Complexity of Necklace Splitting, Consensus-Halving, and Discrete Ham Sandwich

Cites Work

• Systemic credit freezes in financial lending networks
• On the complexity of the parity argument and other inefficient proofs of existence
• The complexity of computing a Nash equilibrium
• Inapproximability of Nash Equilibrium
• Systemic Risk in Financial Systems
• Sensitivity and computational complexity in financial networks
• The Complexity of Computing a Nash Equilibrium
• Unnamed Item
• Unnamed Item

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