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1 paper

q-fin.RM2025

Pool Value Replication (CPM) and Impermanent Loss Hedging

Agustin Muñoz Gonzalez, Juan Ignacio Sequeira, Ariel Dembling

This work analytically characterizes impermanent loss for automated market makers (AMMs) in decentralized markets such as Uniswap or Balancer (CPMM). We derive a static replication…