Decentralized payment clearing using blockchain and optimal bidding

DOI10.1016/j.ejor.2022.12.024arXiv2109.00446OpenAlexW3196670136WikidataQ123085412 ScholiaQ123085412MaRDI QIDQ6112780

Zachary Feinstein, Hamed Amini, Maxim Bichuch

Publication date: 10 July 2023

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2109.00446

zbMATH Keywords

financesystemic riskblockchaindecentralized financedecentralized clearing

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

Cites Work

• Network models and financial stability
• On solving mutual liability problems
• Financial contagion and asset liquidation strategies
• Uniqueness of equilibrium in a payment system with liquidation costs
• Decentralization and mutual liability rules
• The joint impact of bankruptcy costs, fire sales and cross-holdings on systemic risk in financial networks
• Systemic Risk in Financial Systems
• Contagion in financial networks
• Network topology of the interbank market
• Filling in the blanks: network structure and interbank contagion
• Optimization of Fire Sales and Borrowing in Systemic Risk
• Equilibrium points in n -person games

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