collaborators

1 paper

q-fin.MF2024

Replica del valor de un pool (CPM) y hedging de perdidas impermanentes

Agustín Muñoz González, Juan I. Sequeira y Ariel Dembling

This article analytically characterizes the impermanent loss for automatic market makers in decentralized exchanges such as Uniswap or Balancer (CPMM). We present a theoretical sta…