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q-fin.PR2024

Risk-Neutral Pricing Model of Uniswap Liquidity Providing Position: A Stopping Time Approach

Liang Hou, Hao Yu, Guosong Xu

In this paper, we introduce a novel pricing model for Uniswap V3, built upon stochastic processes and the Martingale Stopping Theorem. This model innovatively frames the valuation…