2 citations · 2 across the 3 of their papers we have counts for
3 papers
cs.CE2026
A Truckload of Satoshis: Detecting and Measuring One-Way Arbitrage in the Wild
Eugenio Nerio Nemmi, Tobias Lauinger, Paz Grimberg +3
Centralized cryptocurrency exchanges (CEXes) enable fast off-chain conversions between hundreds of coins. It is an open question which algorithmic trading patterns occur on these p…
q-fin.TR2020★ 2 cited
Empirical Analysis of Indirect Internal Conversions in Cryptocurrency Exchanges
Paz Grimberg, Tobias Lauinger, Damon McCoy
Algorithmic trading is well studied in traditional financial markets. However, it has received less attention in centralized cryptocurrency exchanges. The Commodity Futures Trading…
q-fin.RM2014
Stochastic model of a pension plan
Paz Grimberg, Zeev Schuss
Structuring a viable pension plan is a problem that arises in the study of financial contracts pricing and bears special importance these days. Deterministic pension models often r…