Toward Black–Scholes for Prediction Markets: A Unified Kernel and Market-Maker's Handbook

By Shaw Dalen

Published 2026-04-06

Everscope rating

1627.4

Relevance to quantitative trading

9 / 10

Implementation complexity

8 / 10

Reproducibility

3 / 5

About this paper

Methodology: Logit Jump-Diffusion with Risk-Neutral Drift (RN-JD). Problem types: Time Series Forecasting, Market Making, Risk Management, Density Estimation, Optimization.

arXiv:2510.15205 · Paper rankings

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