Weighted variance swaps hedge against impermanent loss

DOI10.1080/14697688.2023.2202708OpenAlexW4378472302MaRDI QIDQ6166206

Masaaki Fukasawa, Marcus Wunsch, Unnamed Author

Publication date: 2 August 2023

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697688.2023.2202708

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

Related Items (1)

Predictable Losses of Liquidity Provision in Constant Function Markets and Concentrated Liquidity Markets

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