3 posts tagged with "Black Scholes"

This paper compares perpetual option pricing frameworks with Panoptic’s oracle-free, DeFi-native model on Uniswap v3/v4, detailing mathematical foundations, pricing mechanics, and applicability to decentralized markets.

Have you ever wondered how selling traditional options priced via the Black-Scholes model compare to selling Panoptic options? We analyze hundreds of real LP positions across multiple Uniswap pools to find out.