On stablecoin price processes and arbitrage

DOI10.1007/978-3-662-63958-0_11zbMath1492.91457OpenAlexW3204288334MaRDI QIDQ2670828

Ingolf Gunnar Anton Pernice

Publication date: 1 June 2022

Full work available at URL: https://doi.org/10.1007/978-3-662-63958-0_11

zbMATH Keywords

arbitrageprice formationstablecoins

Mathematics Subject Classification ID

Cryptography (94A60) Actuarial science and mathematical finance (91G99)

Uses Software

• pder

Cites Work

• Unnamed Item
• The nonlinear price dynamics of U.S. equity ETFs
• Technical trading and cryptocurrencies
• A kinetic thermodynamics approach to the psychology of fluctuations in financial markets
• Unit root tests in panel data: asymptotic and finite-sample properties
• Establishing cryptocurrency equilibria through game theory
• The mathematics of arbitrage
• Biases in Dynamic Models with Fixed Effects
• Arbitrage pricing with incomplete markets
• Asset flow and momentum: deterministic and stochastic equations
• Stock market bubbles in the laboratory

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