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An option is a financial agreement between two parties to trade two assets. One party is given the right, but not the obligation, to complete the swap before a specified termination time. In todays financial markets, an option is considered…

Cryptography and Security · Computer Science 2022-05-09 Daniel Engel , Yingjie Xue

Options are fundamental to blockchain-based financial services, offering essential tools for risk management and price speculation, which enhance liquidity, flexibility, and market efficiency in decentralized finance (DeFi). Despite the…

Cryptography and Security · Computer Science 2025-05-27 Zifan Peng , Yingjie Xue , Jingyu Liu

Nakamoto consensus, the protocol underlying Bitcoin, has the potential to secure a new class of systems which agree on non-mathematical truths. As an example of this capability, we propose a design for a trustless, data availability oracle.…

Cryptography and Security · Computer Science 2019-10-24 Jason Teutsch

This paper presents Wrapless -- a lending protocol that enables the collateralization of bitcoins without requiring a trusted wrapping mechanism. The protocol facilitates a "loan channel" on the Bitcoin blockchain, allowing bitcoins to be…

Ethereum is an open-source, public, blockchain-based distributed computing platform and operating system featuring smart contract functionality. In this paper, we proposed an Ethereum based eletronic voting (e-voting) protocol, Ques-Chain,…

Cryptography and Security · Computer Science 2019-05-14 Qixuan Zhang , Bowen Xu , Haotian Jing , Zeyu Zheng

The Ethereum blockchain as a decentralized platform is so successful that many applications deployed on it. However, for the inherent transparency properties and the lack of privacy, deploying a financial application on top of it is always…

Cryptography and Security · Computer Science 2019-04-16 Jie Xiong , Qi Wang

Financial options are fundamental to traditional markets, enabling strategies ranging from hedging to speculating. Yet, while the Automated Market Maker paradigm has revolutionized decentralized spot markets, no equivalent standard has…

Mathematical Finance · Quantitative Finance 2026-05-20 Maxim Bichuch , Zachary Feinstein

The availability-finality dilemma says that blockchain protocols cannot be both available under dynamic participation and safe under network partition. Snap-and-chat protocols have recently been proposed as a resolution to this dilemma. A…

Cryptography and Security · Computer Science 2020-10-21 Joachim Neu , Ertem Nusret Tas , David Tse

Programmable blockchains have long been a hot research topic given their tremendous use in decentralized applications. Smart contracts, using blockchains as their underlying technology, inherit the desired properties such as verifiability,…

Cryptography and Security · Computer Science 2025-08-19 Zhaorun Lin

The atomic swap protocol allows for the exchange of cryptocurrencies on different blockchains without the need to trust a third-party. However, market participants who desire to hold derivative assets such as options or futures would also…

Cryptography and Security · Computer Science 2020-03-10 James A. Liu

Permissionless blockchain consensus protocols have been designed primarily for defining decentralized economies for the commercial trade of assets, both virtual and physical, using cryptocurrencies. In most instances, the assets being…

Computer Science and Game Theory · Computer Science 2021-03-31 Aditya Ahuja , Vinay J. Ribeiro , Ranjan Pal

Blockchain based systems allow various kinds of financial transactions to be executed in a decentralized manner. However, these systems often rely on a trusted third party (oracle) to get correct information about the real-world events,…

Artificial Intelligence · Computer Science 2020-07-28 Naman Goel , Cyril van Schreven , Aris Filos-Ratsikas , Boi Faltings

This document proposes a combination of several techniques to construct anonymous and untraceable payment systems. The proposed system supports arbitrary transfer amounts and enables the simultaneous transfer of multiple assets.

Cryptography and Security · Computer Science 2024-12-04 Oleksandr Kurbatov , Kyrylo Riabov , Mykhailo Velykodnyi

Atomic swaps are a fundamental primitive for the trustless exchange of digital assets across blockchains: they guarantee that either both parties receive the agreed assets or neither party transfers. While this all-or-nothing guarantee is…

Cryptography and Security · Computer Science 2026-05-07 Paul Gerhart , Jay Taylor , Sri Aravinda Krishnan Thyagarajan

Ethereum clients execute transactions in a sequential order prescribed by the consensus protocol. This is a safe and conservative approach to blockchain transaction processing which forgoes running transactions in parallel even when doing…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-01-31 Nadi Sarrar

Recent works have proposed new Byzantine consensus algorithms for blockchains based on epidemics, a design which enables highly scalable performance at a low cost. These methods however critically depend on a secure random peer sampling…

Cryptography and Security · Computer Science 2021-02-09 Alex Auvolat , Yérom-David Bromberg , Davide Frey , François Taïani

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

Fueled by the growing popularity of proof-of-stake blockchains, there has been increasing interest and progress in permissioned consensus protocols, which could provide a simpler alternative to existing protocols, such as Paxos and PBFT. In…

Cryptography and Security · Computer Science 2024-01-18 Vivek Karihaloo , Ruchi Shah , Panruo Wu , Aron Laszka

The integration of machine learning with blockchain technology has witnessed increasing interest, driven by the vision of decentralized, secure, and transparent AI services. In this context, we introduce opML (Optimistic Machine Learning on…

Cryptography and Security · Computer Science 2024-02-06 KD Conway , Cathie So , Xiaohang Yu , Kartin Wong

An optimistic rollup (ORU) scales a blockchain's throughput by delegating computation to an untrusted remote chain (L2), refereeing any state claim disagreements between mutually distrusting L2 operators via an interactive dispute…

Cryptography and Security · Computer Science 2024-01-05 Zhe Ye , Ujval Misra , Jiajun Cheng , Wenyang Zhou , Dawn Song
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