Derives a pro-cyclical optimal dynamic fee for AMM LPs via ergodic control that is independent of wealth and risk aversion and improves growth rate over static fees.
(2021).The Adoption of Blockchain-based Decentralized Exchanges
3 Pith papers cite this work. Polarity classification is still indexing.
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Pith papers citing it
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2026 3verdicts
UNVERDICTED 3representative citing papers
Mean-field game model of PoS miners acting as both validators and CEX traders; proves local well-posedness, gives semi-explicit equilibrium strategies, and numerically links centralized trading to higher staking ratios and lower concentration.
Blockchain markets with discrete clearing and paid priority fees experience endogenous trader selection that biases prices, impairs liquidity, and risks market shutdown as competition rises.
citing papers explorer
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Optimal Dynamic Fees for Automated Market Makers: A Stochastic Control Approach to Loss-Versus-Rebalancing
Derives a pro-cyclical optimal dynamic fee for AMM LPs via ergodic control that is independent of wealth and risk aversion and improves growth rate over static fees.
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Proof of Stake economy under centralized exchanges--a mean field model
Mean-field game model of PoS miners acting as both validators and CEX traders; proves local well-posedness, gives semi-explicit equilibrium strategies, and numerically links centralized trading to higher staking ratios and lower concentration.
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The Viability of Blockchain Markets under Discrete Clearing and Paid Priority
Blockchain markets with discrete clearing and paid priority fees experience endogenous trader selection that biases prices, impairs liquidity, and risks market shutdown as competition rises.