2 papers
econ.TH2026
On click-fraud under pro-rata revenue sharing rule
Hao Yu
Click-fraud is commonly seen as a key vulnerability of pro-rata revenue sharing rule on music streaming platforms, whereas user-centric is largely immune. This paper develops a tra…
q-fin.PR2025
Risk-Neutral Pricing Model of Uniswap Liquidity Providing Position: A Stopping Time Approach
Liang Hou, Hao Yu, Guosong Xu
In this paper, we introduce a novel pricing model for Uniswap V3, built upon stochastic processes and the Martingale Stopping Theorem. This model innovatively frames the valuation…