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SSRNDerivatives & Volatility

Decentralized and Centralized Options Trading: A Risk Premia Perspective

The research looks at OnChain options traded on a decentralized Ethereum blockchain exchange, underlining the differences in implied volatilities compared to OffChain options traded on centralized exchanges.

Featured in No. 49 on 15 May 2024 · 6 days after release · 4 citations today

Released
9 May 2024
First featured
No. 49 · 15 May 2024
Citations (Semantic Scholar)
4
Influential citations
1
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
3
Identifier
SSRN 4822783

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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