5 citations · 10 across the 2 of their papers we have counts for
2 papers
q-fin.TR2022★ 5 cited
Automated Market Makers: Mean-Variance Analysis of LPs Payoffs and Design of Pricing Functions
Philippe Bergault, Louis Bertucci, David Bouba +1
With the emergence of decentralized finance, new trading mechanisms called Automated Market Makers have appeared. The most popular Automated Market Makers are Constant Function Mar…
econ.TH2020★ 5 cited
Mean Field Game Approach to Bitcoin Mining
Charles Bertucci, Louis Bertucci, Jean-Michel Lasry +1
We present an analysis of the Proof-of-Work consensus algorithm, used on the Bitcoin blockchain, using a Mean Field Game framework. Using a master equation, we provide an equilibri…