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The Computational Complexity of Clearing Financial Networks with Credit Default Swaps


Schuldenzucker, Steffen; Seuken, Sven; Battiston, Stefano (2017). The Computational Complexity of Clearing Financial Networks with Credit Default Swaps. arXiv 1710.01578, University of Zurich.

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Item Type:Working Paper
Communities & Collections:03 Faculty of Economics > Department of Banking and Finance
Dewey Decimal Classification:330 Economics
Language:English
Date:2017
Deposited On:21 Feb 2018 15:59
Last Modified:30 Jan 2020 09:43
Series Name:arXiv
OA Status:Green
Free access at:Official URL. An embargo period may apply.
Official URL:https://arxiv.org/abs/1710.01578
Other Identification Number:merlin-id:15834

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