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Weighted variance swaps hedge against impermanent loss

Quantitative Finance (2023) 23(6) 901-911
DOI: 10.1080/14697688.2023.2202708
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Abstract

Impermanent Loss in Decentralized Finance can be hedged with weighted variance swaps.

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APA

Fukasawa, M., Maire, B., & Wunsch, M. (2023). Weighted variance swaps hedge against impermanent loss. Quantitative Finance, 23(6), 901–911. https://doi.org/10.1080/14697688.2023.2202708

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