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Related papers: Cross-chain Swaps with Preferences

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Silkswap is an automated market maker model designed for efficient stablecoin trading with minimal price impact. The original purpose of Silkswap is to facilitate the trading of fiat-pegged stablecoins with the stablecoin Silk, but it can…

Computational Finance · Quantitative Finance 2023-02-16 Nicola Cantarutti , Alex Harker , Carter Woetzel

Discretely sampled variance and volatility swaps trade actively in OTC markets. To price these swaps, the continuously sampled approximation is often used to simplify the computations. The purpose of this paper is to study the conditions…

Probability · Mathematics 2011-03-08 Robert Jarrow , Younes Kchia , Martin Larsson , Philip Protter

Graphs are a widely used data structure for collecting and analyzing relational data. However, when the graph structure is distributed across several parties, its analysis is particularly challenging. In particular, due to the sensitivity…

Cryptography and Security · Computer Science 2023-09-21 Sofiane Azogagh , Zelma Aubin Birba , Sébastien Gambs , Marc-Olivier Killijian

Decentralized Finance (DeFi), in which digital assets are exchanged without trusted intermediaries, has grown rapidly in value in recent years. The global DeFi ecosystem is fragmented into multiple blockchains, fueling the demand for…

Cryptography and Security · Computer Science 2024-10-16 Daniël Reijsbergen , Bretislav Hajek , Tien Tuan Anh Dinh , Jussi Keppo , Henry F. Korth , Anwitaman Datta

Blockchain systems have received much attention and promise to revolutionize many services. Yet, despite their popularity, current blockchain systems exist in isolation, that is, they cannot share information. While interoperability is…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-04-24 Enrique Fynn , Alysson Bessani , Fernando Pedone

This thesis introduces a formal general framework for scaling blockchain protocols by sharding. The framework is modular and it can be adjusted for different needs or sets of assumptions. We prove that sharded protocols obtained by…

Cryptography and Security · Computer Science 2019-09-04 Zuphit Fidelman

Card-based cryptography uses physical playing cards to construct protocols for secure multi-party computation. Existing card-based protocols employ various types of shuffles, some of which are easy to implement in practice while others are…

Cryptography and Security · Computer Science 2026-05-15 Tomoki Ono , Suthee Ruangwises

Traditionally, blockchain systems involve sharing transaction information across all blockchain network participants. Clearly, this introduces barriers to the adoption of the technology by the enterprise world, where preserving the privacy…

Cryptography and Security · Computer Science 2020-10-19 Elli Androulaki , Angelo De Caro , Kaoutar Elkhiyaoui , Christian Gorenflo , Alessandro Sorniotti , Marko Vukolic

We propose an adaptive threshold multi secret sharing scheme based solely on cryptographically secure hash functions. We show that the proposed scheme is also: perfect, ideal, verifiable, and proactive. Moreover the proposed scheme has a…

Cryptography and Security · Computer Science 2023-02-07 M. Andrecut

Existing fair exchange protocols usually neglect consideration of cost when assessing their fairness. However, in an environment with non-negligible transaction cost, e.g., public blockchains, high or unexpected transaction cost might be an…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-03-16 Matthias Lohr , Kenneth Skiba , Marco Konersmann , Jan Jürjens , Steffen Staab

We study data exchange among strategic agents without monetary transfers, motivated by domains such as research consortia and healthcare collaborations where payments are infeasible or restricted. The central challenge is to reap the…

Computer Science and Game Theory · Computer Science 2026-02-13 Rashida Hakim , Christos Papadimitriou , Mihalis Yannakakis

Asset custody is a core financial service in which the custodian holds in-safekeeping assets on behalf of the client. Although traditional custody service is typically endorsed by centralized authorities, decentralized custody scheme has…

Cryptography and Security · Computer Science 2021-07-14 Zhaohua Chen , Guang Yang

We consider the problem of a game theorist analyzing a game that uses cryptographic protocols. Ideally, a theorist abstracts protocols as ideal, implementation-independent primitives, letting conclusions in the "ideal world" carry over to…

Computer Science and Game Theory · Computer Science 2025-06-30 Alexandros Psomas , Athina Terzoglou , Yu Wei , Vassilis Zikas

In this paper, we consider the problem of cross-chain payment whereby customers of different escrows -- implemented by a bank or a blockchain smart contract -- successfully transfer digital assets without trusting each other. Prior to this…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-12-11 Rob van Glabbeek , Vincent Gramoli , Pierre Tholoniat

In recent years cryptocurrency trading has captured the attention of practitioners and academics. The volume of the exchange with standard currencies has known a dramatic increasing of late. This paper addresses to the need of models…

Computational Finance · Quantitative Finance 2020-02-18 Pablo Olivares

A typical blockchain protocol uses consensus to make sure that mutually mistrusting users agree on the order in which their operations on shared data are executed. However, it is known that asset transfer systems, by far the most popular…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-04-28 Andrei Tonkikh , Pavel Ponomarev , Petr Kuznetsov , Yvonne-Anne Pignolet

We introduce the swap-or-not shuffle and show that the technique gives rise to a new method to convert a pseudorandom function (PRF) into a pseudorandom permutation (PRP) (or, alternatively, to directly build a confusion/diffusion…

Cryptography and Security · Computer Science 2014-11-24 Viet Tung Hoang , Ben Morris , Phillip Rogaway

In order to scale transaction rates for deployment across the global web, many cryptocurrencies have deployed so-called "Layer-2" networks of private payment channels. An idealized payment network behaves like a Credit Network, a model for…

Computer Science and Game Theory · Computer Science 2020-03-19 Geoffrey Ramseyer , Ashish Goel , David Mazieres

In barter exchanges, participants directly trade their endowed goods in a constrained economic setting without money. Transactions in barter exchanges are often facilitated via a central clearinghouse that must match participants even in…

Artificial Intelligence · Computer Science 2018-11-09 Duncan C McElfresh , Hoda Bidkhori , John P Dickerson

Cross-chain token standards enable fungible tokens that exist across multiple blockchains with a unified total supply model. This paper presents a comprehensive comparative analysis of five leading cross-chain token standards and…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-03-09 Fatemeh Heidari Soureshjani , Jan Gorzny