Static replication of impermanent loss for concentrated liquidity provision in decentralised markets

DOI10.1016/j.orl.2023.03.002zbMath1525.91171arXiv2205.12043MaRDI QIDQ6106520

Yun Wang, Jun Deng, Hua Zong

Publication date: 3 July 2023

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2205.12043

zbMATH Keywords

automatic market makingdecentralised marketimpermanent lossuniswap

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

Cites Work

• Unnamed Item

This page was built for publication: Static replication of impermanent loss for concentrated liquidity provision in decentralised markets