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To non-experts, the traditional Centralized Finance (CeFi) ecosystem may seem obscure, because users are typically not aware of the underlying rules or agreements of financial assets and products. Decentralized Finance (DeFi), however, is…

General Finance · Quantitative Finance 2021-06-17 Kaihua Qin , Liyi Zhou , Yaroslav Afonin , Ludovico Lazzaretti , Arthur Gervais

This paper introduces a structural game-theoretic model to value decentralized digital assets like Bitcoin. Instead of relying on speculative beliefs, it frames the asset's price within a Rational-Expectations Security-Utility Nash…

Cryptography and Security · Computer Science 2025-08-12 Liang Chen

We model incentive security in non-custodial stablecoins and derive conditions for participation in a stablecoin system across risk absorbers (vaults/CDPs) and holders of governance tokens. We apply option pricing theory to derive closed…

General Economics · Economics 2023-03-31 Lucy Huo , Ariah Klages-Mundt , Andreea Minca , Frederik Christian Münter , Mads Rude Wind

Numerous electronic cash schemes have been proposed over the years - however none have been embraced by financial institutions as an alternative to fiat currency. David Chaum's ecash scheme was the closest to something that mimicked a…

Cryptography and Security · Computer Science 2021-05-11 Hitesh Tewari

In decentralized finance (DeFi), stablecoins like DAI are designed to offer a stable value amidst the fluctuating nature of cryptocurrencies. We examine the class of crypto-backed stable derivatives, with a focus on mechanisms for price…

Risk Management · Quantitative Finance 2024-02-29 Zhenbang Feng , Hardhik Mohanty , Bhaskar Krishnamachari

Decentralized exchanges (DEXes) have evolved dramatically since the introduction of Automated Market Makers (AMMs). In recent years, solver-based protocols have emerged as an alternative venue aiming to introduce competition for routing,…

Computational Engineering, Finance, and Science · Computer Science 2025-05-08 Yuki Yuminaga , Dex Chen , Danning Sui

While Proof-of-Work (PoW) is the most widely used consensus mechanism for blockchain, it received harsh criticism due to its massive waste of energy for meaningless hash calculation. Some studies have introduced Proof-of-Stake to address…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-04-02 Weilin Zheng , Xu Chen , Zibin Zheng , Xiapu Luo , Jiahui Cui

The blockchain paradigm provides a mechanism for content dissemination and distributed consensus on Peer-to-Peer (P2P) networks. While this paradigm has been widely adopted in industry, it has not been carefully analyzed in terms of its…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-12-22 Aditya Gopalan , Abishek Sankararaman , Anwar Walid , Sriram Vishwanath

A currency with stable purchasing power can always provide a psychological haven for people around the world. However, since the collapse of the Bretton Woods system, issuing more cheap currencies has become a common trend in the…

General Finance · Quantitative Finance 2025-11-04 Boliang Lin , Ruixi Lin

Rollups have emerged as a promising approach to improving blockchains' scalability by offloading transactions execution off-chain. Existing rollup solutions either leverage complex zero-knowledge proofs or optimistically assume execution…

Cryptography and Security · Computer Science 2025-12-02 Xiaoqing Wen , Quanbi Feng , Hanzheng Lyu , Jianyu Niu , Yinqian Zhang , Chen Feng

Decentralized exchanges (DEXs) are crucial to decentralized finance (DeFi) as they enable trading without intermediaries. However, they face challenges like impermanent loss (IL), where liquidity providers (LPs) see their assets' value…

Computer Science and Game Theory · Computer Science 2026-03-04 Irina Lebedeva , Dmitrii Umnov , Yury Yanovich , Ignat Melnikov , George Ovchinnikov

Stablecoins are one of the most widely capitalized type of cryptocurrency. However, their risks vary significantly according to their design and are often poorly understood. We seek to provide a sound foundation for stablecoin theory, with…

General Economics · Economics 2020-10-30 Ariah Klages-Mundt , Dominik Harz , Lewis Gudgeon , Jun-You Liu , Andreea Minca

Decentralized blockchain platforms have enabled the secure exchange of crypto-assets without the intermediation of trusted authorities. To this purpose, these platforms rely on a peer-to-peer network of byzantine nodes, which…

Cryptography and Security · Computer Science 2023-06-22 Massimo Bartoletti , Letterio Galletta , Maurizio Murgia

USDC and USDT are the dominant stablecoins pegged to \$1 with a total market capitalization of over \$300B and rising. Stablecoins make dollar value globally accessible with secure transfer and settlement. Yet in practice, these stablecoins…

Trading and Market Microstructure · Quantitative Finance 2026-05-11 Hardhik Mohanty , Bhaskar Krishnamachari

There are a multitude of Blockchain-based physical infrastructure systems, operating on a crypto-currency enabled token economy, where infrastructure suppliers are rewarded with tokens for enabling, validating, managing and/or securing the…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-11-09 Oguzhan Akcin , Robert P. Streit , Benjamin Oommen , Sriram Vishwanath , Sandeep Chinchali

The democratization of artificial intelligence through decentralized networks represents a paradigm shift in computational provisioning, yet the long-term viability of these ecosystems is critically endangered by the extreme volatility of…

Computer Science and Game Theory · Computer Science 2026-01-16 Zehua Cheng , Wei Dai , Zhipeng Wang , Rui Sun , Nick Wen , Jiahao Sun

The growing scalability demand of public Blockchains led to the rise of Layer-2 solutions, such as Rollups. Rollups improve transaction throughput by processing operations off-chain and posting the results on-chain. A critical component in…

Cryptography and Security · Computer Science 2026-03-24 Giovanni Maria Cristiano , Salvatore D'Antonio , Jonah Giglio , Giovanni Mazzeo , Luigi Romano

Stable coins are not very stable. Cash collateralized coins are more stable, but the overall failure rate is similar to tokens that are not designed to be stable. USD Coin, Tether and Dai have the largest Ethereum market shares, and they…

Trading and Market Microstructure · Quantitative Finance 2023-02-28 Bruce Mizrach

Uniswap is a decentralized exchange (DEX) and was first launched on November 2, 2018 on the Ethereum mainnet [1] and is part of an Ecosystem of products in Decentralized Finance (DeFi). It replaces a traditional order book type of trading…

Trading and Market Microstructure · Quantitative Finance 2021-06-29 Andreas A. Aigner , Gurvinder Dhaliwal

The convergence of blockchain and artificial intelligence (AI) has led to the emergence of AI-based tokens, which are cryptographic assets designed to power decentralized AI platforms and services. This paper provides a comprehensive review…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-08-12 Rischan Mafrur