While stability lasts: A stochastic model of noncustodial stablecoins

DOI10.1111/mafi.12357zbMath1522.91326arXiv2004.01304MaRDI QIDQ6054431

Ariah Klages-Mundt, Andreea Minca

Publication date: 28 September 2023

Published in: Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2004.01304

Mathematics Subject Classification ID

Actuarial science and mathematical finance (91G99)

Cites Work

• Unnamed Item
• Distribution function inequalities for martingales
• Bank Runs, Deposit Insurance, and Liquidity
• Dynamic Leveraging–Deleveraging Games

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