2 papers
cs.CR2026
Crypto-asset Taxonomy for Investors and Regulators
Xiao Zhang, Juan Ignacio Ibañez, Jiahua Xu
Crypto-assets are a main segment of electronic markets, with growing trade volume and market share, yet there's no unified and comprehensive asset level taxonomy framework. This pa…
q-fin.PR2025
Empirical Analysis of the Model-Free Valuation Approach: Hedging Gaps, Conservatism, and Trading Opportunities
Zixing Chen, Yihan Qi, Shanlan Que +2
In this paper we study the quality of model-free valuation approaches for financial derivatives by systematically evaluating the difference between model-free super-hedging strateg…