Complexity-Approximation Trade-offs in Exchange Mechanisms: AMMs vs. LOBs
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References listed on IDEAS
- Maxim Bichuch & Zachary Feinstein, 2022. "Axioms for Automated Market Makers: A Mathematical Framework in FinTech and Decentralized Finance," Papers 2210.01227, arXiv.org, revised Aug 2023.
- Agostino Capponi & Ruizhe Jia, 2021. "The Adoption of Blockchain-based Decentralized Exchanges," Papers 2103.08842, arXiv.org, revised Jul 2021.
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Cited by:
- Guillermo Angeris & Tarun Chitra & Theo Diamandis & Alex Evans & Kshitij Kulkarni, 2023. "The Geometry of Constant Function Market Makers," Papers 2308.08066, arXiv.org.
- Andrew W. Macpherson, 2024. "Do backrun auctions protect traders?," Papers 2401.08302, arXiv.org.
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