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Optimal Exit Strategies for Liquidity Providers by juan.serranotmf is a document available to read on EtoBox.
What is Optimal Exit Strategies for Liquidity Providers about?
This paper investigates the optimal exit time for liquidity providers (LPs) in automated market makers (AMMs) to minimize impermanent loss while maximizing fees. The authors formulate the problem as a stochastic control issue, deriving a Hamilton–Jacobi–Bellman quasi-variational inequality to characterize the LP
- Author
- juan.serranotmf
- Language
- EN