48 citations · 88 across the 27 of their papers we have counts for
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math.AP2026
How to Cook a Soft-Boiled Egg Optimally: A Laplace-Transform Solution of a Two-Domain Heat Equation
Matthew Lorig
We study the problem of cooking the yolk and albumen of a hen's egg to their respective optimal temperatures of C and C, subject to the requirem…
q-fin.MF2026
Optimal Control of the Ethena Yield-Bearing Stablecoin
Matthew Lorig
We formulate and solve stochastic control problems that model the core yield-generating strategy of the Ethena protocol, a decentralized finance (DeFi) stablecoin that earns yield…
q-fin.MF2026
Optimal Liquidation of Perpetual Contracts
Ryan Donnelly, Junhan Lin, Matthew Lorig
An agent holds a position in a perpetual contract with payoff function and attempts to liquidate the position while managing transaction costs, inventory risk, and funding rate…