Optimal fees for geometric mean market makers

DOI10.1007/978-3-662-63958-0_6zbMath1492.91447arXiv2104.00446OpenAlexW3204634587MaRDI QIDQ2670815

Alex Evans, Tarun Chitra, Guillermo Angeris

Publication date: 1 June 2022

Full work available at URL: https://arxiv.org/abs/2104.00446

Mathematics Subject Classification ID

Cryptography (94A60) Actuarial science and mathematical finance (91G99)

Related Items (4)

A theory of Automated Market Makers in DeFi ⋮ Differential privacy in constant function market makers ⋮ Predictable Losses of Liquidity Provision in Constant Function Markets and Concentrated Liquidity Markets ⋮ Weighted variance swaps hedge against impermanent loss

Cites Work

• A simplified treatment of the theory of optimal regulation of Brownian motion
• Super contact and related optimality conditions
• Portfolio Selection with Transaction Costs

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