P-ISSN 2516-3949
E-ISSN 2516-3957
Stochastic Modelling of Liquidity Provider Returns in Uniswap
Stochastic Modelling of Liquidity Provider Returns in Uniswap
Automated Market Makers (AMMs)Concentrated LiquidityUniswap V3Liquidity ProvisionImpermanent LossStochastic Price DynamicsArbitrage Dynamics
JEL Classifications: D01 Microeconomic Behavior: Underlying Principles, D02 Institutions: Design, Formation, Operations, and Impact, D40 General, D47 Market Design, D53 Financial Markets
1.
VIasov R, Gorgadze V, Barger A. Stochastic Modelling of Liquidity Provider Returns in Uniswap. The JBBA. Published online April 27, 2026. doi:10.31585/jbba-9-2-(4)2026