David Siska

University of Edinburgh - School of Mathematics

Vega

Vega Holdings Limited

Suite 23 Portland House, Glacis Road

Gibraltar, GX11 1AA

Gibraltar

http://vega.xyz/

SCHOLARLY PAPERS

3

DOWNLOADS

383

SSRN CITATIONS

2

CROSSREF CITATIONS

1

Scholarly Papers (3)

1.

Market Based Mechanisms for Incentivising Exchange Liquidity Provision

Number of pages: 15 Posted: 14 Aug 2020 Last Revised: 13 Apr 2021
Vega, Vega, Vega and University of Edinburgh - School of Mathematics
Downloads 163 (220,851)

Abstract:

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Liquidity, Market Based Mechanism Design, Radical Markets, Agent Based Models

2.

Robust Pricing and Hedging via Neural SDEs

Number of pages: 34 Posted: 05 Aug 2020
University of Edinburgh - School of Mathematics, University of Edinburgh - School of Mathematics, University of Edinburgh - School of Mathematics, University of Edinburgh - School of Mathematics and Imperial College London - Department of Mathematics
Downloads 118 (284,689)
Citation 2

Abstract:

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Stochastic Differential Equations, Deep Neural Network, Derivative Pricing, Stochastic Gradient Descent

3.

Incentives for Model Calibration on Decentralized Derivatives Exchanges: Consensus in Continuum

Number of pages: 15 Posted: 25 Feb 2020
David Siska
University of Edinburgh - School of Mathematics
Downloads 102 (314,814)
Citation 1

Abstract:

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Game Theory, Model Calibration, Nash Equilibrium, Derivatives