6 problems

For an $b5$-differentially private channel with Laplace noise, let $c3_\varepsilon$ denote the noise scale and let the privacy-subsidy rate be the subsidy generated by the resultin…

In the stochastic-liquidity Kyle model, let the fundamental price $\tilde v$ be normally distributed, let the informed trader's trading rate denote the rate at which that trader tr…

A constant-mean market maker is a particular CFMM, and the paper considers whether fees can mitigate arbitrage losses sufficiently to allow replication without additional initial c…

The model assigns agents prior beliefs over possible market conditions, with a uniform prior giving equal probability to all conditions and a non-uniform prior assigning unequal pr…

Let market depth denote the sensitivity of prices to the total order, so that its reciprocal is the price impact of the total order. Kyle's conjecture. Neither increasing nor decre…

Let $t$ be a time before the terminal time $T$, let $x>0$ be the number of shares still to be purchased, and let … , or wait for resilience to decrease … -$x$-plane is divided by a…