Optimal Fees for Geometric Mean Market Makers
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- 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.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-UPT-2021-04-05 (Utility Models & Prospect Theory)
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