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Delta Hedging Liquidity Positions on Automated Market Makers

Delta Hedging Liquidity Positions on Automated Market Makers

4 August 2022
Akhilesh Khakhar
Xinyu Chen
ArXivPDFHTML

Papers citing "Delta Hedging Liquidity Positions on Automated Market Makers"

2 / 2 papers shown
Title
Strategic Liquidity Provision in Uniswap v3
Strategic Liquidity Provision in Uniswap v3
Zhou Fan
Francisco Marmolejo-Cossío
Daniel J. Moroz
M. Neuder
Rithvik Rao
David C. Parkes
64
44
0
22 Jun 2021
Deep Hedging of Derivatives Using Reinforcement Learning
Deep Hedging of Derivatives Using Reinforcement Learning
Jay Cao
Jacky Chen
J. Hull
Zissis Poulos
62
75
0
29 Mar 2021
1