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Cyril Grunspan

De Vinci Research Center


Cyril Grunspan

https://www.linkedin.com/pub/cyril-grunspan/38/96a/a86

cyril.grunspan@devinci.fr

Publications


Journal Articles

Cyril Grunspan; Ricardo Pérez-Marco

On Profitability of Nakamoto double spend Journal Article

In: Probability In The Engineering And Informational Sciences, vol. 36, no. 3, pp. 732-746, 2022.

Abstract | Links | BibTeX

Cyril Grunspan; Alessandra Cretarola; Gianna Figà-Talamanca

Blockchain and cryptocurrencies: economic and financial research Journal Article

In: Decisions in Economics and Finance, vol. 44, pp. 781-78, 2021.

Links | BibTeX

Cyril Grunspan; Joris Van Der Hoeven

Effective asymptotic analysis for finance Journal Article

In: International Journal of Theoretical and Applied Finance, vol. 23, no. 2, pp. 2050013, 2020.

Abstract | Links | BibTeX

Cyril Grunspan; Ricardo Pérez-Marco

Double Spend Races Journal Article

In: International Journal of Theoretical and Applied Finance, vol. 21, no. 8, pp. 1850053, 2018.

Abstract | Links | BibTeX

Yann Braouezec; Cyril Grunspan

Option Pricing Bounds in a Finite Market Model: A Simple Geometric Approach Using Barycentric Coordinates Journal Article

In: European Journal Of Operational Research, vol. 249, no. 1, pp. p270-p280, 2016.

Abstract | Links | BibTeX

Conferences

Cyril Grunspan; Ricardo Pérez-Marco

Selfish Mining in Ethereum Conference

The 2nd International Conference on Mathematical Research for Blockchain Economy, Vilamoura, Portugal, 2020.

Links | BibTeX

Cyril Grunspan

Lightning Network et sidechains, quelles perspectives pour Bitcoin ? Conference

Workshop Fintech - Blockchain and Risk Management, Paris, France, 2020.

Links | BibTeX

Cyril Grunspan

Revenue ratio of a mining strategy on a public blockchain Conference

Advances in Financial Mathematics 2020, Paris, France, 2020.

Links | BibTeX

Miscellaneous

Cyril Grunspan; Ricardo Pérez-Marco

The Mathematics of Bitcoin Miscellaneous

European Mathematical Society EMS Newsletter, 2020.

Links | BibTeX




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