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Automated Market Making and Loss-Versus-Rebalancing

Fuente: arXiv

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Bibliographic Details
Main Authors:	Milionis, Jason, Moallemi, Ciamac C., Roughgarden, Tim, Zhang, Anthony Lee
Format:	Preprint
Published:	2022
Subjects:	Mathematical Finance Optimization and Control Portfolio Management Pricing of Securities Trading and Market Microstructure
Online Access:	Acceder al recurso
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