Decentralised Finance and Automated Market Making: Predictable Loss and Optimal Liquidity Provision
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Cited by:
- Roger Lee, 2023. "All AMMs are CFMMs. All DeFi markets have invariants. A DeFi market is arbitrage-free if and only if it has an increasing invariant," Papers 2310.09782, arXiv.org, revised Dec 2023.
- Robin Fritsch & Andrea Canidio, 2024. "Measuring Arbitrage Losses and Profitability of AMM Liquidity," Papers 2404.05803, arXiv.org, revised Apr 2024.
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-GER-2023-10-16 (German Papers)
- NEP-MST-2023-10-16 (Market Microstructure)
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