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q-fin.MF2026
Dynamics of the Liquidity Profile in Concentrated Liquidity Provision: An SPIDE Approach
Cheuk Yin Lee, Jimmy Risk, Shen-Ning Tung +1
We model the dynamics of the liquidity profile in Uniswap~V3 and other concentrated-liquidity automated market makers with a stochastic partial integro-differential equation (SPIDE…
q-fin.MF2026
Pricing and hedging for liquidity provision in Constant Function Market Making
Jimmy Risk, Shen-Ning Tung, Tai-Ho Wang
This paper develops a robust mathematical framework for Constant Function Market Makers (CFMMs) by transitioning from traditional token reserve analyses to a coordinate system defi…