Paper Citation Record · LEDGER

Risk-Neutral Pricing Model of Uniswap Liquidity Providing Position: A Stopping Time Approach

As of 20 August 2026, this Paper Citation Record lists 15 of 15 outbound references and 0 inbound Pith citation observations for arXiv:2411.12375.

A citation records a reference. It does not transfer a finding from one paper to another.

pith.paper-citation-record.v1
2411.12375 v3

Coverage vector

measured 15 of 15 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links, observed 2026-08-12T17:40:38.169388Z

measured 15 of 15 standing notices

One-hop event checks from named stored sources.

Source: scholarly_work_events, retraction_status_cache, observed 2026-08-19T06:32:44.657259+00:00

measured 0 of 0 inbound itemization

Pith citing papers itemized under the disclosed page cap.

Source: paper_references, paper_reference_links

measured 0 of 1 external citation measurements

A source-named dated measurement, never combined with another source.

Source: cited_works

Reference resolution

15 of 15 outbound references displayed

verified exact1
verified fuzzy9
unresolved5
parse uncertain0
malformed identifier0
metadata mismatch0

External citation measurements

No source-named external measurement is stored.

Outbound references

Observation 52ba8f6b-35b2-4c41-9868-60023570b742 · outbound

This paper cites Adams, etals, ”Uniswap v2 Core,” Mar.

Risk-Neutral Pricing Model of Uniswap Liquidity Providing Position: A Stopping Time Approach Adams, etals, ”Uniswap v2 Core,” Mar

Reference 1

Resolution: verified fuzzy; raw_fallback, observed 2026-08-12T17:40:38.465765Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.

Observation 9932a085-b93d-43fb-b7e2-de7b723dd8bd · outbound

This paper cites Automated Market Making and Loss-Versus-Rebalancing.

Risk-Neutral Pricing Model of Uniswap Liquidity Providing Position: A Stopping Time Approach Automated Market Making and Loss-Versus-Rebalancing

Reference 2

Resolution: unresolved; no resolver link, observed 2026-08-12T17:40:38.101861Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 242a2e8e-ab46-41be-89ca-5d0319cb7527 · outbound

This paper cites Uniswap v3 LP Tokens as Perpetual Put and Call Options,.

Risk-Neutral Pricing Model of Uniswap Liquidity Providing Position: A Stopping Time Approach Uniswap v3 LP Tokens as Perpetual Put and Call Options,

Reference 3

Resolution: verified fuzzy; raw_fallback, observed 2026-08-12T17:40:38.447845Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.

Observation aec8ea9a-7ec8-46e7-97d6-e5ac1e1f1635 · outbound

This paper cites Risks and Returns of Uniswap V3 Liquidity Providers.

Risk-Neutral Pricing Model of Uniswap Liquidity Providing Position: A Stopping Time Approach Risks and Returns of Uniswap V3 Liquidity Providers

Reference 4

Resolution: unresolved; no resolver link, observed 2026-08-12T17:40:38.112729Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation c9aea9d7-740e-44b2-b043-a50637deb64d · outbound

This paper cites Predictable losses of liq- uidity provision in constant function markets and concentrated liquidity markets.

Risk-Neutral Pricing Model of Uniswap Liquidity Providing Position: A Stopping Time Approach Predictable losses of liq- uidity provision in constant function markets and concentrated liquidity markets

Reference 5

Resolution: verified fuzzy; raw_fallback, observed 2026-08-12T17:40:38.431572Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.

Observation 04f085b9-a290-4a18-b395-4c8cfe37a1f1 · outbound

This paper cites Model-free Hedging of Impermanent Loss in Geometric Mean Market Makers.

Risk-Neutral Pricing Model of Uniswap Liquidity Providing Position: A Stopping Time Approach Model-free Hedging of Impermanent Loss in Geometric Mean Market Makers

Reference 6

Resolution: verified exact; local_arxiv, observed 2026-08-12T17:40:38.234760Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.

Observation 743c1716-0671-4d70-b6f7-fd086063f4e9 · outbound

This paper cites Strtegic Liquidity Provision in Uniswap V3,.

Risk-Neutral Pricing Model of Uniswap Liquidity Providing Position: A Stopping Time Approach Strtegic Liquidity Provision in Uniswap V3,

Reference 7

Resolution: verified fuzzy; raw_fallback, observed 2026-08-12T17:40:38.415996Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.

Observation d3cdbd65-bb1f-44a7-97d7-27f678ec2a06 · outbound

This paper cites Differential liquidity provision in uniswap v3 and implications for contract design, in: Proceedings of the Third ACM International Conference on AI in Finance, pp.

Risk-Neutral Pricing Model of Uniswap Liquidity Providing Position: A Stopping Time Approach Differential liquidity provision in uniswap v3 and implications for contract design, in: Proceedings of the Third ACM International Conference on AI in Finance, pp

Reference 8

Resolution: verified fuzzy; raw_fallback, observed 2026-08-12T17:40:38.400127Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.

Observation dca7be30-6810-4dde-9fc4-ffd139c5192c · outbound

This paper cites The dynamics of dealer markets under competition.

Risk-Neutral Pricing Model of Uniswap Liquidity Providing Position: A Stopping Time Approach The dynamics of dealer markets under competition

Reference 9

Resolution: verified fuzzy; raw_fallback, observed 2026-08-12T17:40:38.383489Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.

Observation e66017a0-2a0a-4acb-8912-ef066868eea7 · outbound

This paper cites Quantitative Finance V ol.8 No.3.

Risk-Neutral Pricing Model of Uniswap Liquidity Providing Position: A Stopping Time Approach Quantitative Finance V ol.8 No.3

Reference 10

Resolution: verified fuzzy; raw_fallback, observed 2026-08-12T17:40:38.365818Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.

Observation 43c53758-081b-4874-b96f-2a98a543e217 · outbound

This paper cites an unresolved cited work.

Risk-Neutral Pricing Model of Uniswap Liquidity Providing Position: A Stopping Time Approach Unresolved cited work

Reference 11

Resolution: unresolved; raw_fallback, observed 2026-08-12T17:40:38.349436Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.

Observation 3bc506b7-cfb9-4f46-90c2-d0c85e63ea07 · outbound

This paper cites Optimal market making.

Risk-Neutral Pricing Model of Uniswap Liquidity Providing Position: A Stopping Time Approach Optimal market making

Reference 12

Resolution: verified fuzzy; raw_fallback, observed 2026-08-12T17:40:38.332617Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.

Observation fb71c5c4-21f2-4d74-b7cb-41cd82281947 · outbound

This paper cites (2004) Stochastic Calculus for Finance II Continuous-Time Models.

Risk-Neutral Pricing Model of Uniswap Liquidity Providing Position: A Stopping Time Approach (2004) Stochastic Calculus for Finance II Continuous-Time Models

Reference 13

Resolution: verified fuzzy; raw_fallback, observed 2026-08-12T17:40:38.313495Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.

Observation 88ec6bec-5e58-4b3b-8cd3-69419dcb512b · outbound

This paper cites an unresolved cited work.

Risk-Neutral Pricing Model of Uniswap Liquidity Providing Position: A Stopping Time Approach Unresolved cited work

Reference 14

Resolution: unresolved; raw_fallback, observed 2026-08-12T17:40:38.295286Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.

Observation fd387153-9fad-43b6-a3c6-ca67a800a63c · outbound

This paper cites Strategic Liquidity Provision in Uniswap v3.

Risk-Neutral Pricing Model of Uniswap Liquidity Providing Position: A Stopping Time Approach Strategic Liquidity Provision in Uniswap v3

Reference 2021

Resolution: unresolved; no resolver link, observed 2026-08-12T17:40:38.133418Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Pith citing papers

No inbound Pith citation observations are available.