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This article analytically characterizes the impermanent loss for automatic market makers in decentralized exchanges such as Uniswap or Balancer (CPMM). We present a theoretical static replication formula for the pool value using a…

Mathematical Finance · Quantitative Finance 2024-12-16 Agustín Muñoz González , Juan I. Sequeira y Ariel Dembling

This work analytically characterizes impermanent loss for automated market makers (AMMs) in decentralized markets such as Uniswap or Balancer (CPMM). We derive a static replication formula for the pool's value using a combination of…

Risk Management · Quantitative Finance 2025-03-31 Agustin Muñoz Gonzalez , Juan Ignacio Sequeira , Ariel Dembling

We present a mathematical formulation of liquidity provision in decentralized exchanges. We focus on constant function market makers of utility indifference type, which include constant product market makers with concentrated liquidity as a…

Trading and Market Microstructure · Quantitative Finance 2025-02-05 Masaaki Fukasawa , Basile Maire , Marcus Wunsch

Liquidity providers are essential for the function of decentralized exchanges to ensure liquidity takers can be guaranteed a counterparty for their trades. However, liquidity providers investing in liquidity pools face many risks, the most…

Trading and Market Microstructure · Quantitative Finance 2023-01-18 Rohan Tangri , Peter Yatsyshin , Elisabeth A. Duijnstee , Danilo Mandic

We develop static and dynamic approaches for hedging of the impermanent loss (IL) of liquidity provision (LP) staked at Decentralised Exchanges (DEXes) which employ Uniswap V2 and V3 protocols. We provide detailed definitions and formulas…

Mathematical Finance · Quantitative Finance 2024-07-09 Alexander Lipton , Vladimir Lucic , Artur Sepp

Uniswap is a decentralized exchange (DEX) and was first launched on November 2, 2018 on the Ethereum mainnet [1] and is part of an Ecosystem of products in Decentralized Finance (DeFi). It replaces a traditional order book type of trading…

Trading and Market Microstructure · Quantitative Finance 2021-06-29 Andreas A. Aigner , Gurvinder Dhaliwal

Constant product markets with concentrated liquidity (CL) are the most popular type of automated market makers. In this paper, we characterise the continuous-time wealth dynamics of strategic LPs who dynamically adjust their range of…

Mathematical Finance · Quantitative Finance 2024-06-14 Álvaro Cartea , Fayçal Drissi , Marcello Monga

Decentralized Exchanges (DEXs) are new types of marketplaces leveraging Blockchain technology. They allow users to trade assets with Automatic Market Makers (AMM), using funds provided by liquidity providers, removing the need for order…

Computer Science and Game Theory · Computer Science 2023-02-08 Yogev Bar-On , Yishay Mansour

Concentrated Liquidity Market Makers (CLMMs) represent a fundamental innovation in market microstructure, transforming liquidity provision from passive portfolio allocation to active risk management. This evolution creates significant…

Mathematical Finance · Quantitative Finance 2026-03-31 Andrey Urusov , Rostislav Berezovskiy , Anatoly Krestenko , Andrei Kornilov , Yury Yanovich

We examine how the introduction of concentrated liquidity has changed the liquidity provision market in automated market makers such as Uniswap. To this end, we compare average liquidity provider returns from trading fees before and after…

Trading and Market Microstructure · Quantitative Finance 2023-10-30 Robin Fritsch

Uniswap v3 is the largest decentralized exchange for digital currencies. A novelty of its design is that it allows a liquidity provider (LP) to allocate liquidity to one or more closed intervals of the price of an asset instead of the full…

Cryptography and Security · Computer Science 2024-08-19 Zhou Fan , Francisco Marmolejo-Cossío , Daniel J. Moroz , Michael Neuder , Rithvik Rao , David C. Parkes

Liquidity Providers on Automated Market Makers generate millions of USD in transaction fees daily. However, the net value of a Liquidity Position is vulnerable to price changes in the underlying assets in the pool. The dominant measure of…

Computational Engineering, Finance, and Science · Computer Science 2022-12-29 Adam Khakhar , Xi Chen

This paper develops a robust mathematical framework for Constant Function Market Makers (CFMMs) by transitioning from traditional token reserve analyses to a coordinate system defined by price and intrinsic liquidity. We establish a…

Mathematical Finance · Quantitative Finance 2026-03-03 Jimmy Risk , Shen-Ning Tung , Tai-Ho Wang

Decentralized exchanges are widely used platforms for trading crypto assets. The most common types work with automated market makers (AMM), allowing traders to exchange assets without needing to find matching counterparties. Thereby,…

General Economics · Economics 2024-02-12 Matthias Hafner , Helmut Dietl

With the emergence of decentralized finance, new trading mechanisms called Automated Market Makers have appeared. The most popular Automated Market Makers are Constant Function Market Makers. They have been studied both theoretically and…

Trading and Market Microstructure · Quantitative Finance 2023-11-21 Philippe Bergault , Louis Bertucci , David Bouba , Olivier Guéant

Decentralized exchanges (DEXs) provide a means for users to trade pairs of assets on-chain without the need for a trusted third party to effectuate a trade. Amongst these, constant function market maker DEXs such as Uniswap handle the most…

Computer Science and Game Theory · Computer Science 2022-08-29 Zhou Fan , Francisco Marmolejo-Cossío , Ben Altschuler , He Sun , Xintong Wang , David C. Parkes

The limit order book mechanism has been the core trading mechanism of the modern financial market. In the cryptocurrency market, centralized exchanges also adopt this limit order book mechanism and a centralized matching engine dynamically…

Computational Engineering, Finance, and Science · Computer Science 2022-12-21 Yeonwoo Jeong , Chanyoung Jeoung , Hosan Jeong , SangYoon Han , Juntae Kim

In this paper we propose a new robust algorithm to find the optimal static replicating portfolios for general nonlinear payoff functions and give the estimate of the rate of convergence that is absent in the literature. We choose the static…

Computational Finance · Quantitative Finance 2014-06-23 Jingtang Ma , Dongya Deng , Harry Zheng

Automated market makers with concentrated liquidity capabilities are programmable at the tick level. The maximization of earned fees, plus depreciated reserves, is a convex optimization problem whose vector solution gives the best provision…

Portfolio Management · Quantitative Finance 2024-05-30 Corinne Powers

Concentrated liquidity automated market makers (AMMs), such as Uniswap v3, enable liquidity providers (LPs) to earn liquidity rewards by depositing tokens into liquidity pools. However, LPs often face significant financial losses driven by…

Trading and Market Microstructure · Quantitative Finance 2025-04-24 Simon Caspar Zeller , Paul-Niklas Ken Kandora , Daniel Kirste , Niclas Kannengießer , Steffen Rebennack , Ali Sunyaev
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