For concentrated-liquidity AMMs, a utility-indifference model shows zero loss-versus-rebalancing under continuous external prices and any nonzero fee.
Inf-convolution of risk measu res and optimal risk transfer, Finance Stochast
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Liquidity provision of utility indifference type in decentralized exchanges
For concentrated-liquidity AMMs, a utility-indifference model shows zero loss-versus-rebalancing under continuous external prices and any nonzero fee.