Optimal controls for Ethena's delta-neutral yield strategy are derived explicitly in both infinite-horizon discounted and finite-horizon settings, accounting for permanent basis-compressing impact and temporary execution slippage.
citation dossier
2022 , howpublished =
1Pith papers citing it
1reference links
q-fin.MFtop field · 1 papers
UNVERDICTEDtop verdict bucket · 1 papers
why this work matters in Pith
Pith has found this work in 1 reviewed paper. Its strongest current cluster is q-fin.MF (1 papers). The largest review-status bucket among citing papers is UNVERDICTED (1 papers). For highly cited works, this page shows a dossier first and a bounded explorer second; it never tries to render every citing paper at once.
fields
q-fin.MF 1years
2026 1verdicts
UNVERDICTED 1representative citing papers
citing papers explorer
-
Optimal Control of the Ethena Yield-Bearing Stablecoin
Optimal controls for Ethena's delta-neutral yield strategy are derived explicitly in both infinite-horizon discounted and finite-horizon settings, accounting for permanent basis-compressing impact and temporary execution slippage.