Introduces a logit jump-diffusion kernel with risk-neutral drift for modeling and hedging belief dynamics in prediction markets, plus calibration and derivative instruments.
The geometry of constant function market makers
3 Pith papers cite this work. Polarity classification is still indexing.
3
Pith papers citing it
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UNVERDICTED 3representative citing papers
Introduces amortizing perpetual options as a blockchain-native primitive that supports decentralized risk management including endogenous collateralization and de-peg insurance.
The paper proves geometric ergodicity of AMM price tracking error under block-level arbitrage correction and derives explicit one-step bounds connecting tracking quality to liquidity and execution quality.
citing papers explorer
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Toward Black Scholes for Prediction Markets: A Unified Kernel and Market Maker's Handbook
Introduces a logit jump-diffusion kernel with risk-neutral drift for modeling and hedging belief dynamics in prediction markets, plus calibration and derivative instruments.
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Designing On-Chain Options: Amortizing Perpetual Options
Introduces amortizing perpetual options as a blockchain-native primitive that supports decentralized risk management including endogenous collateralization and de-peg insurance.
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Arbitrage and the Stability of AMM Price Tracking
The paper proves geometric ergodicity of AMM price tracking error under block-level arbitrage correction and derives explicit one-step bounds connecting tracking quality to liquidity and execution quality.