Uniswap V3, Financial Engineering, Stochastic Process, Pricing, Martingales.
provider and I stop providing liquidity and withdraw my funds as soon as the price reaches any of the two boundaries. I want to know how long I will collect fees. We need to make a simple assumption about the price movement, with a drift rate of μ=0, price is modeled by:dS=σWt​ The ETH price is