424 citations · 593 across the 27 of their papers we have counts for
28 papers
Darwin Among the Cryptocurrencies
Bernhard K. Meister, Henry C. W. Price
The paper highlights some commonalities between the development of cryptocurrencies and the evolution of ecosystems. Concepts from evolutionary finance embedded in toy models consi…
Yields: The Galapagos Syndrome Of Cryptofinance
Bernhard K. Meister, Henry C. W. Price
In this chapter structures that generate yield in cryptofinance will be analyzed and related to leverage. While the majority of crypto-assets do not have intrinsic yields in and of…
Theory of Cryptocurrency Interest Rates
Dorje C. Brody, Lane P. Hughston, Bernhard K. Meister
A term structure model in which the short rate is zero is developed as a candidate for a theory of cryptocurrency interest rates. The price processes of crypto discount bonds are w…
The Discretized Adiabatic Theorem
Bernhard K. Meister
A discretized version of the adiabatic theorem is described with the help of a rule relating a Hermitian operator to its expectation value and variance. The simple initial operator…
Particle in infinite potential well with variable walls
Bernhard K. Meister
A Gedanken experiment is described to explore a counter-intuitive property of quantum mechanics. A particle is placed in a one-dimensional infinite well. The barrier on one side of…
Meta-CTA Trading Strategies based on the Kelly Criterion
Bernhard K. Meister
The influence of Commodity Trading Advisors (CTA) on the price process is explored with the help of a simple model. CTA managers are taken to be Kelly optimisers, which invest a fi…