Simulations of a proactive market maker for everlasting options show liquidity providers can target net positive PnL via hedging strategies despite low liquidity and high transaction costs.
Options, futures, and other derivative securities prentice hall,
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Proactive Market Making and Liquidity Analysis for Everlasting Options in DeFi Ecosystems
Simulations of a proactive market maker for everlasting options show liquidity providers can target net positive PnL via hedging strategies despite low liquidity and high transaction costs.