The Computational Complexity of Financial Networks with Credit Default Swaps
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- Simon Dohn & Kristoffer Arnsfelt Hansen & Asger Klinkby, 2024. "Improved Hardness Results for the Clearing Problem in Financial Networks with Credit Default Swaps," Papers 2409.18717, arXiv.org.
- Steffen Schuldenzucker & Sven Seuken & Stefano Battiston, 2020. "Default Ambiguity: Credit Default Swaps Create New Systemic Risks in Financial Networks," Management Science, INFORMS, vol. 66(5), pages 1981-1998, May.
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