Uniswap V3, Financial Engineering, Stochastic Process, Pricing, Martingales.
This allows us to determine the value of L. In the whitepaper, we have the following formula: In https://atiselsts.github.io/pdfs/uniswap-v3-liquidity-math.pdf, it is further simplified as x, y, P, pa, pb are related as follows: By substituting x and y into the total investment of $1, with Pc​=P0​,