1 citations · 1 across the 2 of their papers we have counts for
2 papers
q-fin.TR2025
Equilibrium Liquidity and Risk Offsetting in Decentralised Markets
Fayçal Drissi, Xuchen Wu, Sebastian Jaimungal
We study the economic viability of liquidity provision in decentralised exchanges (DEXs) within a structural framework in which market outcomes are endogenous. We formulate strateg…
q-fin.MF2024★ 1 cited
Broker-Trader Partial Information Nash-Equilibria
Xuchen Wu, Sebastian Jaimungal
We study partial information Nash equilibrium between a broker and an informed trader. In this setting, the informed trader, who possesses knowledge of a trading signal, trades mul…