most citedStatistical Learning of Value-at-Risk and Expected Shortfall

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q-fin.PR2026

The Term Structure of Implied Fee Rates in Liquidity Pools

Diogo Duarte, Lucas X. Ferreira, Emmanuel Gobet +1

We develop a no-arbitrage framework to recover implied fee rates from option-implied information and quantify fee compensation for liquidity providers in automated market maker (AM…