Model-Free Hedging of Impermanent Loss in Geometric Mean Market Makers
Year of publication: |
[2023]
|
---|---|
Authors: | Fukasawa, Masaaki ; Maire, Basile ; Wunsch, Marcus |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Hedging | Börsenmakler | Stockbrokers | Portfolio-Management | Portfolio selection |
Extent: | 1 Online-Ressource (21 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 23, 2023 erstellt |
Other identifiers: | 10.2139/ssrn.4397904 [DOI] |
Classification: | d47 ; D53 - Financial Markets ; C02 - Mathematical Methods |
Source: | ECONIS - Online Catalogue of the ZBW |
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