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Stochastic Valuation of Revenue-Collecting Tokens in Cryptoeconomic Organizations

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  • Cyprien Grau

    (Beem)

Abstract

Cryptoeconomic systems are an emerging type of complex systems that are viewed as a way to steer economic systems and organizations through agents coordination and incentives. However, very little is known about the inherent economic flows of such systems. In this paper, in order to provide intuition on the incentive structures, we draw a first sketch of financial streams in cryptoeconomic organizations. We then present a formal stochastic model of revenue-collecting tokens valuation. With the aim to account for the stochastic nature of this revenue, the financial input of such an organization is assumed to follow a geometric Brownian motion.

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  • Cyprien Grau, 2020. "Stochastic Valuation of Revenue-Collecting Tokens in Cryptoeconomic Organizations," Working Papers hal-02894497, HAL.
    • Handle: RePEc:hal:wpaper:hal-02894497
    Note: View the original document on HAL open archive server: https://hal.science/hal-02894497
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    References listed on IDEAS

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    1. Voshmgir, Shermin & Zargham, Michael, 2019. "Foundations of Cryptoeconomic Systems," Working Paper Series/Institute for Cryptoeconomics/Interdisciplinary Research 1, WU Vienna University of Economics and Business.
    2. Ole Peters & Alexander Adamou, 2018. "The sum of log-normal variates in geometric Brownian motion," Papers 1802.02939, arXiv.org.
    3. Zargham, Michael & Shorish, Jamsheed & Paruch, Krzysztof, 2019. "From Curved Bonding to Configuration Spaces," Working Paper Series/Institute for Cryptoeconomics/Interdisciplinary Research 7385, WU Vienna University of Economics and Business.
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