Optimal Portfolio Compression for Priority-Proportional Clearing with Defaulting Costs

Fuente: arXiv

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Bibliographic Details
Main Authors:	Csáji, Gergely, Mateiu, Rareş-Ioan, Popa, Alexandru, Schlotter, Ildikó
Format:	Preprint
Published:	2026
Subjects:	Computer Science and Game Theory 68Q17 F.2.2
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2603.27155