Steffen Schuldenzucker
Title
Cited by
Cited by
Year
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
212016
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
152017
Default ambiguity: Credit default swaps create new systemic risks in financial networks
S Schuldenzucker, S Seuken, S Battiston
Management Science, 2019
102019
Portfolio compression: Positive and negative effects on systemic risk
S Schuldenzucker, S Seuken, S Battiston
Available at SSRN 3135960, 2018
32018
The computational complexity of financial networks with credit default swaps
S Schuldenzucker, S Seuken, S Battiston
arXiv preprint arXiv:1710.01578, 2017
32017
The Computational Complexity of Clearing Financial Networks with Credit Default Swaps
S Schuldenzucker, S Seuken, S Battiston
arXiv, 2017
22017
An axiomatic framework for no-arbitrage relationships in financial derivatives markets
S Schuldenzucker
Technical report, University of Zurich, 2016
12016
Decomposing contracts
S Schuldenzucker
Master’s thesis, University of Bonn, 2014
12014
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
Portfolio Compression in Financial Networks: Incentives and Systemic Risk
S Schuldenzucker, S Seuken
Available at SSRN, 2019
2019
Monotonic and Non-Monotonic Solution Concepts for Generalized Circuits
S Schuldenzucker, S Seuken
arXiv preprint arXiv:1907.12854, 2019
2019
A Formal Analysis of Complexity and Systemic Risk in Financial Networks with Derivatives
S Schuldenzucker
University of Zurich, 2019
2019
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Articles 1–12