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"Static replication of impermanent loss for concentrated liquidity ..."

Jun Deng, Hua Zong, Yun Wang (2023)

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DOI: 10.1016/J.ORL.2023.03.002

access: closed

type: Journal Article

metadata version: 2023-08-18

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Jun Deng, Hua Zong, Yun Wang:
Static replication of impermanent loss for concentrated liquidity provision in decentralised markets. Oper. Res. Lett. 51(3): 206-211 (2023)

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