2 posts tagged with "Mathy"
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17min read
November 18, 2024
From CEX to DEX: Comparing Uniswap and Deribit Implied Volatilities - Part 3
Comparative analysis of implied volatility between Uniswap and Deribit highlight the reliability of a Uniswap IV and reveals arbitrage opportunities between DeFi and CeFi options.
9min read
August 21, 2024
From CEX to DEX: A New Formulation For Implied Volatility - Part 2
Explore a novel approach to calculating implied volatility (IV) in DeFi by leveraging LP positions in Uniswap v3, offering a new formula that aligns with the LPDfi ecosystem.