2018/12/22 by Varun Mathur, Mathur, Varun
Computer Science · Business, Management and Accounting · #Blockchain Technology Applications and Security #FinTech, Crowdfunding, Digital Finance #Multi-Agent Systems and Negotiation
paper · pdf · doi:10.48550/arxiv.1901.01815
This review presents and evaluates various formalisms for the purpose of modelling the semantics of financial derivatives contracts. The formalism proposed by Lee is selected as the best candidate among those initially reviewed. Further examination and evaluation of this formalism is done.