3 papers
cs.CR2025
Balancing Compliance and Privacy in Offline CBDC Transactions Using a Secure Element-based System
Panagiotis Michalopoulos, Anthony Mack, Cameron Clark +3
Blockchain technology has spawned a vast ecosystem of digital currencies with Central Bank Digital Currencies (CBDCs) -- digital forms of fiat currency -- being one of them. An imp…
q-fin.MF2025
Modeling Loss-Versus-Rebalancing in Automated Market Makers via Continuous-Installment Options
Srisht Fateh Singh, Reina Ke Xin Li, Samuel Gaskin +5
This paper mathematically models a constant-function automated market maker (CFAMM) position as a portfolio of exotic options, known as perpetual American continuous-installment (C…
cs.CE2024
BAKUP: Automated, Flexible, and Capital-Efficient Insurance Protocol for Decentralized Finance
Srisht Fateh Singh, Panagiotis Michalopoulos, Andreas Veneris
This paper introduces BAKUP, a smart contract insurance design for decentralized finance users to mitigate risks arising from platform vulnerabilities. While providing automated cl…