Uniswap V3, Financial Engineering, Stochastic Process, Pricing, Martingales.
stopping time is: E[τ]=−ab=0.25 This means that the expected duration for which I can collect fees is 0.25 years. Expectation To simplify calculations and facilitate understanding, we make an unrealistic assumption here: the risk-free interest rate is 0. In subsequent articles in this series, we