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feat: constant rate simulation comparison #362

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Autoparallel opened this issue Feb 22, 2024 · 0 comments
Open

feat: constant rate simulation comparison #362

Autoparallel opened this issue Feb 22, 2024 · 0 comments
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simulation

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@Autoparallel
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Autoparallel commented Feb 22, 2024 •
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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.
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@Autoparallel