Mitigating decentralized finance liquidations with reversible call options

DOI10.1007/978-3-031-47754-6_20zbMATH Open1545.91312MaRDI QIDQ6573981

Kaihua Qin, Philipp Jovanovic, Jens Ernstberger, Liyi Zhou, Arthur Gervais

Publication date: 17 July 2024

zbMATH Keywords

liquidationDeFireversible call option

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

Cites Work

• Title not available (Why is that?)
• The pricing of options and corporate liabilities
• Stochastic calculus for finance. I: The binomial asset pricing model.
• Attacking the DeFi ecosystem with flash loans for fun and profit
• Liquidations: DeFi on a knife-edge
• SoK: lending pools in decentralized finance
• Speculative multipliers on DeFi: quantifying on-chain leverage risks
• While stability lasts: A stochastic model of noncustodial stablecoins

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