Trading under the proof-of-stake protocol : a continuous-time control approach
Wenpin Tang, David D. Yao
| Year of publication: |
2023
|
|---|---|
| Authors: | Tang, Wenpin ; Yao, David D. |
| Subject: | consumption-investment | continuous-time control | cryptocurrency | dynamic programming | HJB equations | Proof of Stake (PoS) protocol | risk control | Dynamische Optimierung | Dynamic programming | Kontrolltheorie | Control theory | Portfolio-Management | Portfolio selection | Virtuelle Währung | Virtual currency | Stochastischer Prozess | Stochastic process |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/mafi.12403 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014370605