Wunsch, Marcus
- Model-free Hedging of Impermanent Loss in Geometric Mean Market Makers
2023/03/20 by Masaaki Fukasawa, Basile Maire, Fukasawa, Masaaki +3 · 3 citations
Economics, Econometrics and Finance · #Economic theories and models #FOS: Economics and business #Financial Markets and Investment Strategies #Mathematical Finance (q-fin.MF) #Stochastic processes and financial applications
- Restrictions on the geometry of the periodic vorticity equation
2010/09/06 by Joachim Escher, Marcus Wunsch, Escher, Joachim +1 · 1 citation
Mathematics · #35Q35 #53D25 #58D05 #Analysis of PDEs (math.AP) #FOS: Mathematics #math.AP #msc:35Q35 #msc:53D25 #msc:58D05
- Liquidity provision of utility indifference type in decentralized exchanges
2025/02/04 by Masaaki Fukasawa, Basile Maire, Fukasawa, Masaaki +3 · 2 citations
Business, Management and Accounting · Economics, Econometrics and Finance · #91G15 #Business Strategy and Innovation #Economic theories and models #FOS: Economics and business #Mathematical Finance (q-fin.MF) #Polish socio-economic development #Trading and Market Microstructure (q-fin.TR)