4 papers · 1 filter
Optimal Decisions for Liquid Staking: Allocation and Exit Timing
Ruofei Ma, Zhebiao Cai, Wenpin Tang +1
In this paper, we study an investor's optimal entry and exit decisions in a liquid staking protocol (LSP) and an automated market maker (AMM), primarily from the standpoint of the…
Beyond separability: convergence rate of vanishing viscosity approximations to mean field games via FBSDE stability
Winston Yu, Qiang Du, Wenpin Tang
This paper studies the vanishing viscosity approximation to mean field games (MFGs) in with a nonlocal and possibly non-separable Hamiltonian. We prove that the valu…
The football model, stochastic ordering and martingale transport
Gaoyue Guo, Nicolas Juillet, Wenpin Tang
Tournaments are competitions between a number of teams, the outcome of which determines the relative strength or rank of each team. In many cases, the strength of a team in the tou…
Analysis of the Order Flow Auction under Proposer-Builder Separation on Blockchain
Ruofei Ma, Wenpin Tang, David Yao
We study the impact of the order flow auction (OFA) in the context of the proposer-builder separation (PBS) mechanism in blockchains through a game-theoretic perspective. The OFA i…