Predictable Losses of Liquidity Provision in Constant Function Markets and Concentrated Liquidity Markets

DOI10.1080/1350486X.2023.2277957zbMath1530.91545MaRDI QIDQ6148555

Unnamed Author, Álvaro Cartea, Fayçal Drissi

Publication date: 11 January 2024

Published in: Applied Mathematical Finance (Search for Journal in Brave)

zbMATH Keywords

algorithmic tradingautomated market makingimpermanent lossconcentrated liquiditydecentralised financepredictable loss

Mathematics Subject Classification ID

Financial markets (91G15)

Cites Work

• Unnamed Item
• Unnamed Item
• Optimal fees for geometric mean market makers
• Optimal Portfolio Liquidation with Limit Orders
• Blockchain and Distributed Ledgers
• Solvability of Differential Riccati Equations and Applications to Algorithmic Trading with Signals
• Weighted variance swaps hedge against impermanent loss

This page was built for publication: Predictable Losses of Liquidity Provision in Constant Function Markets and Concentrated Liquidity Markets