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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

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3 results for “PDLPs”

Perpetual Demand Lending Poolscs.GT

PDLPs reduce borrowing costs for perpetual futures traders.

problem High capital costs for market makers and traders in decentralized settings.

method Formalize PDLPs and target weight mechanisms, describe pool arbitrage and expected payoffs.

result PDLPs are easy to delta hedge, improving capital efficiency.

Decentralized Finance Perpetual Futures PDLPs Capital Efficiency Delta Hedging

2025-02-09abs ↗pdf ↗

Target Weight Mechanism doesn't make delta hedge easierq-fin.RM

TWM doesn't reduce delta in PDLPs, proving impossibility.

problem TWM in PDLPs doesn't uniformly reduce portfolio delta.

method Proved TWM's condition is self-contradictory and showed impossibility.

result No TWM can uniformly reduce portfolio delta.

delta hedging target weight mechanism perpetual demand lending pools impossibility

2026-04-08abs ↗pdf ↗

Dual Attainment in Multi-Period Multi-Asset Martingale Optimal Transport and Its Computationq-fin.MF

We prove dual attainment for multi-asset financial derivatives pricing.

problem Model-independent pricing and hedging of complex financial derivatives.

method Established duality and attained optimizers for multimarginal, multi-asset martingale optimal transport.

result Existence of dual optimizers under mild conditions for arbitrary numbers of assets and time periods.

Martingale Optimal Transport Financial Derivatives Model-Independent Pricing Dual Attainment Numerical Experiments

2026-02-03abs ↗pdf ↗