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feat: constant rate simulation comparison

Open Autoparallel opened this issue 1 year ago • 0 comments

Idea

We should compare a constant rate r bearing token in a pool with a varying strike K.

  • Use an OU process with a fixed drift and sigma/theta swept over.

We can compare this with a pool that accrues token X into the pool at a rate r

  • Implementation of this is a little tricky.

Autoparallel avatar Feb 22 '24 19:02 Autoparallel