Default Ambiguity: Finding the Best Solution to the Clearing Problem
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Cited by:
- P'al Andr'as Papp & Roger Wattenhofer, 2021. "Debt Swapping for Risk Mitigation in Financial Networks," Papers 2107.05359, arXiv.org.
- P'al Andr'as Papp & Roger Wattenhofer, 2020. "Sequential Defaulting in Financial Networks," Papers 2011.10485, arXiv.org.
- Beni Egressy & Roger Wattenhofer, 2021. "Bailouts in Financial Networks," Papers 2106.12315, arXiv.org.
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This paper has been announced in the following NEP Reports:- NEP-RMG-2020-03-09 (Risk Management)
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