Jonathan Reiter

Data Finnovation

1 North Bridge Road #01-01

High Street Center

Singapore, 179094

Singapore

ChainArgos

CEO & Chief Scientist

1 north bridge road

01-01

Singapore, 179094

Singapore

SCHOLARLY PAPERS

5

DOWNLOADS

968

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (5)

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1.

Risk-Free Interest Rates in Decentralized Finance

Number of pages: 27 Posted: 27 Apr 2022 Last Revised: 28 Aug 2022
Ben Charoenwong, Robert M. Kirby and Jonathan Reiter
National University of Singapore - Department of Finance, University of Utah - School of Computing and Scientific Computing and Imaging Institute and Data Finnovation
Downloads 499 (88,592)

Abstract:

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DeFi, cryptocurrency

2.

Decentralized Stablecoin Design

Number of pages: 11 Posted: 14 Sep 2022 Last Revised: 20 Jan 2023
Ben Charoenwong, Robert M. Kirby and Jonathan Reiter
National University of Singapore - Department of Finance, University of Utah - School of Computing and Scientific Computing and Imaging Institute and Data Finnovation
Downloads 258 (183,334)

Abstract:

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DeFi, Cryptocurrency

3.

Bitcoin Has Thin Tails: Modelling Bitcoin Options With Damped Black-Scholes

Number of pages: 3 Posted: 23 May 2022
Jonathan Reiter
Data Finnovation
Downloads 84 (449,810)

Abstract:

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bitcoin, option realized volatility, volatility surface

4.

Atomic Swaps As Options: A Derivative Finance Approach

Number of pages: 10 Posted: 13 Jun 2022
Jonathan Reiter
Data Finnovation
Downloads 67 (510,555)

Abstract:

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DeFi, distributed computing, compound options

5.

A Note On Stablecoin – Anti-Stablecoin Asymmetry

Number of pages: 6 Posted: 15 Sep 2022
Jonathan Reiter
Data Finnovation
Downloads 60 (539,584)

Abstract:

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DeFi, Cryptocurrency, Stablecoins