1 citations · 1 across the 2 of their papers we have counts for
3 papers
q-fin.RM2025
Automated Risk Management Mechanisms in DeFi Lending Protocols: A Crosschain Comparative Analysis of Aave and Compound
Erum Iftikhar, Wei Wei, John Cartlidge
Blockchain-based decentralised lending is a rapidly growing and evolving alternative to traditional lending, but it poses new risks. To mitigate these risks, lending protocols have…
q-fin.MF2022★ 1 cited
Credit Valuation Adjustment with Replacement Closeout: Theory and Algorithms
Chaofan Sun, Ken Seng Tan, Wei Wei
The replacement closeout convention has drawn more and more attention since the 2008 financial crisis. Compared with the conventional risk-free closeout, the replacement closeout c…
q-fin.MF2018
Failure of Smooth Pasting Principle and Nonexistence of Equilibrium Stopping Rules under Time-Inconsistency
Ken Seng Tan, Wei Wei, Xun Yu Zhou
This paper considers a time-inconsistent stopping problem in which the inconsistency arises from non-constant time preference rates. We show that the smooth pasting principle, the…