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Jun Deng

13 papers hereh-index 12332 citations37 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author2
  • middle author9
  • last author2

Across the 13 of 13 papers where every author was matched, so the position is known.

fields
  • q-fin.GN3
  • q-fin.MF3
  • q-fin.RM3
  • q-fin.PR2
  • math.PR1
  • q-fin.TR1
same name
  • Jun Deng — 12 papers, h 13
  • Jun Deng — 3 papers, h 4
  • Jun Deng — 2 papers
  • Jun Deng — 2 papers, h 4
  • Jun Deng — 2 papers, h 5
  • Jun Deng — 1 paper

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20122022
most citedNon-Arbitrage up to Random Horizon for Semimartingale Models

13 citations · 34 across the 12 of their papers we have counts for

collaborators
Showing 2022Show all

1 paper · 1 filter

q-fin.GN2022★ 6 cited

Static Replication of Impermanent Loss for Concentrated Liquidity Provision in Decentralised Markets

Jun Deng, Hua Zong, Yun Wang

This article analytically characterizes the impermanent loss of concentrated liquidity provision for automatic market makers in decentralised markets such as Uniswap. We propose tw…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.