Pricing and Hedging for Liquidity Provision in Constant Function Market Making

By Jimmy Risk, Shen-Ning Tung, Tai-Ho Wang

Published 2026-03-03

Everscope rating

2067.8

Relevance to quantitative trading

8 / 10

Implementation complexity

7 / 10

Reproducibility

4 / 5

About this paper

Methodology: Canonical Parametrization of Bonding Curves via Price-Intrinsic Liquidity Coordinates. Problem types: Market Making, Risk Management, Portfolio Optimization, Option Pricing, Hedging, Density Estimation, Optimization.

arXiv:2603.01344 · Paper rankings

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