SSRNCrypto & DeFi
Implied Volatility in Decentralized Finance Pool
The article introduces a breakeven implied volatility for decentralized finance pools, which aligns with a previous definition based on a market impact rule in traditional finance.
Featured in No. 45 on 17 Apr 2024 · 6 days after release · 1 citation today
- Released
- 11 Apr 2024
- First featured
- No. 45 · 17 Apr 2024
- Citations (Semantic Scholar)
- 1
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 7
- Identifier
- SSRN 4792110
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).