The paper values Uniswap V3 LP positions as barrier-style perpetual options with stopping-time discounting and two fee withdrawal assumptions.
Differential liquidity provision in uniswap v3 and implications for contract design, in: Proceedings of the Third ACM International Conference on AI in Finance, pp
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Risk-Neutral Pricing Model of Uniswap Liquidity Providing Position: A Stopping Time Approach
The paper values Uniswap V3 LP positions as barrier-style perpetual options with stopping-time discounting and two fee withdrawal assumptions.