Default ambiguity: Credit default swaps create new systemic risks in financial networks S Schuldenzucker, S Seuken, S Battiston Management Science 66 (5), 1981-1998, 2020 | 63 | 2020 |
Finding clearing payments in financial networks with credit default swaps is PPAD-complete S Schuldenzucker, S Seuken, S Battiston 8th Innovations in Theoretical Computer Science Conference (ITCS 2017), 2017 | 47 | 2017 |
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 | 31 | 2016 |
Portfolio compression in financial networks: Incentives and systemic risk S Schuldenzucker, S Seuken Available at SSRN 3135960, 2021 | 23* | 2021 |
Designing autonomous markets for stablecoin monetary policy A Klages-Mundt, S Schuldenzucker arXiv preprint arXiv:2212.12398, 2022 | 5 | 2022 |
The computational complexity of financial networks with credit default swaps S Schuldenzucker, S Seuken, S Battiston arXiv preprint arXiv:1710.01578, 2017 | 5* | 2017 |
Equilibria and Convergence in Fire Sale Games N Bertschinger, M Hoefer, S Krogmann, P Lenzner, S Schuldenzucker, ... arXiv preprint arXiv:2206.14429, 2022 | 4 | 2022 |
Decomposing contracts S Schuldenzucker Master’s thesis, University of Bonn, 2014 | 2 | 2014 |
Monotonic and non-monotonic solution concepts for generalized circuits S Schuldenzucker, S Seuken arXiv preprint arXiv:1907.12854, 2019 | 1 | 2019 |
A Formal Analysis of Complexity and Systemic Risk in Financial Networks with Derivatives S Schuldenzucker University of Zurich, 2019 | 1 | 2019 |
An axiomatic framework for no-arbitrage relationships in financial derivatives markets S Schuldenzucker Technical report, University of Zurich, 2016 | 1 | 2016 |
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 | |
Systems and methods for reconstructing and computing dynamic piecewise functions on distributed consensus systems AA Klages-mundt, S Schuldenzucker US Patent App. 17/933,087, 2023 | | 2023 |
Systems and methods for reconstructing and computing dynamic piecewise functions on distributed consensus systems AA Klages-mundt, S Schuldenzucker US Patent App. 17/738,319, 2023 | | 2023 |