When does the tail wag the dog? Curvature and market making
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Cited by:
- Neelesh Tiruviluamala & Alexander Port & Erik Lewis, 2022. "A General Framework for Impermanent Loss in Automated Market Makers," Papers 2203.11352, arXiv.org.
- Guillermo Angeris & Akshay Agrawal & Alex Evans & Tarun Chitra & Stephen Boyd, 2021. "Constant Function Market Makers: Multi-Asset Trades via Convex Optimization," Papers 2107.12484, arXiv.org.
- Sam M. Werner & Daniel Perez & Lewis Gudgeon & Ariah Klages-Mundt & Dominik Harz & William J. Knottenbelt, 2021. "SoK: Decentralized Finance (DeFi)," Papers 2101.08778, arXiv.org, revised Sep 2022.
- Ariah Klages-Mundt & Steffen Schuldenzucker, 2022. "Designing Autonomous Markets for Stablecoin Monetary Policy," Papers 2212.12398, arXiv.org.
- Johannes Rude Jensen & Mohsen Pourpouneh & Kurt Nielsen & Omri Ross, 2021. "The Homogenous Properties of Automated Market Makers," Papers 2105.02782, arXiv.org.
- Tobias Bitterli & Fabian Schar, 2023. "Decentralized Exchanges: The Profitability Frontier of Constant Product Market Makers," Papers 2302.05219, arXiv.org, revised Mar 2023.
- Guillermo Angeris & Alex Evans & Tarun Chitra, 2021. "Replicating Market Makers," Papers 2103.14769, arXiv.org.
- Robin Fritsch & Roger Wattenhofer, 2021. "A Note on Optimal Fees for Constant Function Market Makers," Papers 2105.13510, arXiv.org.
- Robin Fritsch, 2021. "Concentrated Liquidity in Automated Market Makers," Papers 2110.01368, arXiv.org.
- de Andrés, Pablo & Arroyo, David & Correia, Ricardo & Rezola, Alvaro, 2022. "Challenges of the market for initial coin offerings," International Review of Financial Analysis, Elsevier, vol. 79(C).
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This paper has been announced in the following NEP Reports:- NEP-MST-2021-02-01 (Market Microstructure)
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