This work derives risk-constrained static and asymmetric dynamic collateral control rules for DeFi spot-perpetual basis trading, validated via Monte Carlo simulations and historical backtests showing dependence on funding environments.
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P2P Bitcoin premiums reflect limits to arbitrage in crypto markets and cross-border payment frictions, and predict official exchange rate depreciation where capital controls bind.
citing papers explorer
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Dynamic Collateral Control for Permissionless Spot Perpetual Basis Trading
This work derives risk-constrained static and asymmetric dynamic collateral control rules for DeFi spot-perpetual basis trading, validated via Monte Carlo simulations and historical backtests showing dependence on funding environments.
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What Do Bitcoin Premiums Measure? Evidence from Global P2P Markets
P2P Bitcoin premiums reflect limits to arbitrage in crypto markets and cross-border payment frictions, and predict official exchange rate depreciation where capital controls bind.