The Geometry of Constant Function Market Makers
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- Guillermo Angeris & Tarun Chitra, 2020. "Improved Price Oracles: Constant Function Market Makers," Papers 2003.10001, arXiv.org, revised Jun 2020.
- Jason Milionis & Ciamac C. Moallemi & Tim Roughgarden, 2023. "Complexity-Approximation Trade-offs in Exchange Mechanisms: AMMs vs. LOBs," Papers 2302.11652, arXiv.org, revised Apr 2023.
- Guillermo Angeris & Tarun Chitra & Alex Evans & Stephen Boyd, 2022. "Optimal Routing for Constant Function Market Makers," Papers 2204.05238, arXiv.org.
- Masaaki Fukasawa & Basile Maire & Marcus Wunsch, 2023. "Weighted variance swaps hedge against impermanent loss," Quantitative Finance, Taylor & Francis Journals, vol. 23(6), pages 901-911, June.
- Jason Milionis & Ciamac C. Moallemi & Tim Roughgarden, 2023. "A Myersonian Framework for Optimal Liquidity Provision in Automated Market Makers," Papers 2303.00208, arXiv.org, revised Nov 2023.
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This paper has been announced in the following NEP Reports:- NEP-DES-2023-09-18 (Economic Design)
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