A DEX Implied Volatility Proxy

By Amy Oumayma Khaldoun

Published 2026-07-01

Everscope rating

1804.5

Relevance to quantitative trading

8 / 10

Implementation complexity

5 / 10

Reproducibility

3 / 5

About this paper

Methodology: Fee Implied Volatility Proxy via Theta Concentration and Dirac Approximation. Problem types: Volatility Estimation, Market Making, Risk Management, Options Pricing, Causal Inference.

arXiv:2608.13340 · Paper rankings

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