Vladimir Lucic

1. Unified Approach for Hedging Impermanent Loss of Liquidity Provision
   2024/07/06 by Alexander Lipton, Vladimir Lucic, Lipton, Alexander +3 · 1 citation
   Business, Management and Accounting · Economics, Econometrics and Finance · #91-10 #Capital Investment and Risk Analysis #FOS: Economics and business #Financial Reporting and Valuation Research #Mathematical Finance (q-fin.MF) #Stochastic processes and financial applications #Trading and Market Microstructure (q-fin.TR)
2. The Science and Practice of Trend-Following Systems
   2026/07/21 by Artur Sepp, Vladimir Lucic · 2 voices
   #q-fin.ST #q-fin.MF
3. Local Stochastic Rough Volatility: Pathwise Filtering and the Conditional Density Equation
   2026/07/30 by Damiano Brigo, Vladimir Lucic
   Economics, Econometrics and Finance · Mathematics · #q-fin.MF #math.PR #msc:91G80 #msc:60H15 #msc:35R60