Static replication of impermanent loss for concentrated liquidity provision in decentralised markets
Jun Deng, Hua Zong, Yun Wang
| Year of publication: |
2023
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|---|---|
| Authors: | Deng, Jun ; Zong, Hua ; Wang, Yun |
| Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 51.2023, 3, p. 206-211
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| Subject: | Decentralised market | Automatic market making | Uniswap | Impermanent loss | Theorie | Theory | Dezentralisierung | Decentralization | Marktmechanismus | Market mechanism | Liquidität | Liquidity |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.orl.2023.03.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014374825