264 citations · 331 across the 13 of their papers we have counts for
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q-fin.PM2024
Application of the Kelly Criterion to Prediction Markets
Bernhard K Meister
Betting markets are gaining in popularity. Mean beliefs generally differ from prices in prediction markets. Logarithmic utility is employed to study the risk and return adjustments…
q-fin.PM2024
Gas Fees on the Ethereum Blockchain: From Foundations to Derivatives Valuations
Bernhard K Meister, Henry CW Price
The gas fee, paid for inclusion in the blockchain, is analyzed in two parts. First, we consider how effort in terms of resources required to process and store a transaction turns i…