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Restructured from flat .tex/.pdf files into per-paper subdirectories. Added Antje Worring as co-author on all papers. Synced PDFs to pdfs/ for download site.
41 lines
1.3 KiB
TeX
41 lines
1.3 KiB
TeX
\section*{Acknowledgments}
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We thank the GMX team for pioneering the GLP model, Synthetix for perpetual futures innovation, and the Lux validator community for infrastructure support.
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\bibliographystyle{plain}
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\begin{thebibliography}{99}
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\bibitem{gmx2024}
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GMX Team. GMXv2: Decentralized Perpetual Exchange. Technical Documentation, 2024.
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\bibitem{black1973}
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Black, F., Scholes, M. The Pricing of Options and Corporate Liabilities. Journal of Political Economy, 1973.
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\bibitem{hull2022}
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Hull, J.C. Options, Futures, and Other Derivatives. 11th Edition, Pearson, 2022.
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\bibitem{synthetix2021}
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Synthetix Team. Perpetual Futures on Optimism. SIP-80, 2021.
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\bibitem{dydx2023}
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dYdX Team. dYdX v4: Fully Decentralized Perpetuals. Technical Whitepaper, 2023.
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\bibitem{merton1976}
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Merton, R.C. Option Pricing when Underlying Stock Returns are Discontinuous. Journal of Financial Economics, 1976.
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\bibitem{carr2003}
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Carr, P., Wu, L. The Finite Moment Log Stable Process and Option Pricing. Journal of Finance, 2003.
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\bibitem{gatheral2011}
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Gatheral, J. The Volatility Surface: A Practitioner's Guide. Wiley Finance, 2011.
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\bibitem{luxlightspeed2024}
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Lux Team. Lightspeed DEX: Sub-Second Decentralized Trading. Technical Paper, 2024.
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\bibitem{certora2024}
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Certora. Formal Verification of DeFi Protocols. Technical Report, 2024.
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\end{thebibliography}
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