On fair designs of c<scp>ross‐chain</scp> exchange for cryptocurrencies via Monte Carlo simulation

DOI10.1002/nav.21989zbMath1527.91184OpenAlexW3146546543MaRDI QIDQ6077334

Unnamed Author, Guang-Xin Jiang, Qiang Ye

Publication date: 18 October 2023

Published in: Naval Research Logistics (NRL) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/nav.21989

zbMATH Keywords

Monte Carlo simulationatomic swapcryptocurrency and blockchaindecentralized exchange

Mathematics Subject Classification ID

Actuarial science and mathematical finance (91G99)

Cites Work

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• Exchange Options Under Jump-Diffusion Dynamics
• Online Risk Monitoring Using Offline Simulation
• The Variance Gamma Process and Option Pricing
• Atomic Cross-Chain Swaps
• Statistics and Data Analysis for Financial Engineering

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