Pool Value Replication (CPM) and Impermanent Loss Hedging

Fuente: arXiv
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Main Authors: Gonzalez, Agustin Muñoz, Sequeira, Juan Ignacio, Dembling, Ariel
Format: Preprint
Published: 2025
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author Gonzalez, Agustin Muñoz
Sequeira, Juan Ignacio
Dembling, Ariel
author_facet Gonzalez, Agustin Muñoz
Sequeira, Juan Ignacio
Dembling, Ariel
contents 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 European calls and puts. Furthermore, we establish a result guaranteeing hedging coverage for all final prices within a predefined interval. These theoretical results motivate a numerical example where we illustrate the strangle strategy using real cryptocurrency options data from Deribit, one of the most liquid markets available.
format Preprint
id arxiv_https___arxiv_org_abs_2503_21967
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Pool Value Replication (CPM) and Impermanent Loss Hedging
Gonzalez, Agustin Muñoz
Sequeira, Juan Ignacio
Dembling, Ariel
Risk Management
Mathematical Finance
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 European calls and puts. Furthermore, we establish a result guaranteeing hedging coverage for all final prices within a predefined interval. These theoretical results motivate a numerical example where we illustrate the strangle strategy using real cryptocurrency options data from Deribit, one of the most liquid markets available.
title Pool Value Replication (CPM) and Impermanent Loss Hedging
topic Risk Management
Mathematical Finance
url https://arxiv.org/abs/2503.21967