AMMs represent a class of decentralized exchange mechanisms that rely on a fixed mathematical formula to price assets. Popular AMM protocols utilize a constant function approach which is deterministic in…

This study discusses pricing of power perpetual futures where it expands on the existing framework that is based on deterministic volatility. Perpetual futures have been initially suggested by Shiller (1993)…

This study discusses a framework for market making in Non-Fungible Tokens (NFTs) which represent unique digital assets in a low liquidity and high price volatility environment. The market making problem…

The market for non-fungible token (NFTs) has been one of the most rapidly growing crypto segments. The NFT market has reached almost 25 billion USD in sales volume in 2021…

AMMs represent a class of decentralized exchange mechanisms that rely on a fixed mathematical formula to price assets. Popular AMM protocols utilize a constant function approach which is deterministic in…

This study discusses pricing of power perpetual futures where it expands on the existing framework that is based on deterministic volatility. Perpetual futures have been initially suggested by Shiller (1993)…

This study discusses a framework for market making in Non-Fungible Tokens (NFTs) which represent unique digital assets in a low liquidity and high price volatility environment. The market making problem…

The market for non-fungible token (NFTs) has been one of the most rapidly growing crypto segments. The NFT market has reached almost 25 billion USD in sales volume in 2021…