:: Library Catalog

Cover Image

Saved in:

Bibliographic Details
Main Authors:	He, Xue Dong, Yang, Chen, Zhou, Yutian
Format:	Preprint
Published:	2024
Subjects:	Mathematical Finance
Online Access:	https://arxiv.org/abs/2404.13291
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Arbitrage on Decentralized Exchanges
by: He, Xue Dong, et al.
Published: (2025)

Backtesting Framework for Concentrated Liquidity Market Makers on Uniswap V3 Decentralized Exchange
by: Urusov, Andrey, et al.
Published: (2024)

Optimal Dynamic Fees in Automated Market Makers
by: Baggiani, Leonardo, et al.
Published: (2025)

Partially Active Automated Market Makers
by: Ko, Sunghun
Published: (2026)

Decentralized Exchange: The Uniswap Automated Market Maker
by: ALFRED LEHAR, et al.
Published: (2024)

Optimal Exit Time for Liquidity Providers in Automated Market Makers
by: Bergault, Philippe, et al.
Published: (2025)

Equilibrium Reward for Liquidity Providers in Automated Market Makers
by: Alif Aqsha, et al.
Published: (2026)

Axioms for Automated Market Makers: A Mathematical Framework in FinTech and Decentralized Finance
by: Bichuch, Maxim, et al.
Published: (2022)

The Price of Liquidity: Implied Volatility of Automated Market Maker Fees
by: Bichuch, Maxim, et al.
Published: (2025)

An arbitrage driven price dynamics of Automated Market Makers in the presence of fees
by: Najnudel, Joseph, et al.
Published: (2024)

Automated Market Makers: A Stochastic Optimization Approach for Profitable Liquidity Concentration
by: Zeller, Simon Caspar, et al.
Published: (2025)

Riemannian Geometry of Optimal Rebalancing in Dynamic Weight Automated Market Makers
by: Willetts, Matthew
Published: (2026)

Optimal Routing across Constant Function Market Makers with Gas Fees
by: Escudero, Carlos, et al.
Published: (2026)

Market Makers and Risk Aversion: A Hamiltonian Approach to the Excess Volatility Puzzle
by: Hicks, Will
Published: (2026)

Decentralized Prediction Markets and Sports Books
by: Hamed Amini, et al.
Published: (2025)

am-AMM: An Auction-Managed Automated Market Maker
by: Adams, Austin, et al.
Published: (2024)

Modeling Loss-Versus-Rebalancing in Automated Market Makers via Continuous-Installment Options
by: Singh, Srisht Fateh, et al.
Published: (2025)

Decentralized Prediction Markets and Sports Books
by: Amini, Hamed, et al.
Published: (2023)

A Derivative Pricing Perspective on Liquidity Tokens in Constant Product Market Makers
by: Bichuch, Maxim, et al.
Published: (2024)

Dynamic Liquidity Provision in Decentralized Markets: Strategy Optimization and Performance Evaluation in Concentrated Liquidity AMMs
by: Urusov, Andrey, et al.
Published: (2025)

Funding-Aware Optimal Market Making for Perpetual DEXs
by: Le, Nam Anh
Published: (2026)

Optimal Contract Design with Quadratic Effort Cost
by: Chen, Xinfu, et al.
Published: (2025)

Optimal Underreporting and Competitive Equilibrium
by: Liang, Zongxia, et al.
Published: (2026)

Optimal Trade Characterizations in Multi-Asset Crypto-Financial Markets
by: Escudero, C., et al.
Published: (2024)

Decentralised Finance and Automated Market Making: Execution and Speculation
by: Cartea, Álvaro, et al.
Published: (2023)

UAMM: Price-oracle based Automated Market Maker
by: Im, Daniel Jiwoong, et al.
Published: (2023)

SPX-VIX Risk Computations Via Perturbed Optimal Transport
by: Che, Charlie, et al.
Published: (2026)

Market information of the fractional stochastic regularity model
by: Angelini, Daniele, et al.
Published: (2024)

Reinforcement Learning in Non-Markov Market-Making
by: Lalor, Luca, et al.
Published: (2024)

Three-Currency HJM for Brazilian Credit Markets
by: Coelho, Raphael
Published: (2026)

Distributions of Historic Market Data -- Relaxation and Correlations
by: Moghaddam, M. Dashti, et al.
Published: (2019)

Designing stablecoins
by: Yizhou Cao, et al.
Published: (2024)

Portfolio selection with exogenous and endogenous transaction costs under a two-factor stochastic volatility model
by: Yan, Dong, et al.
Published: (2025)

Quantum Adaptive Self-Attention for Financial Rebalancing: An Empirical Study on Automated Market Makers in Decentralized Finance
by: Chen, Chi-Sheng, et al.
Published: (2025)

Optimal Carbon Emission Control With Allowances Purchasing
by: Chen, Xinfu, et al.
Published: (2024)

Joint Pricing in SPX and VIX Derivative Markets with Composite Change of Time Models
by: Cheng, Liexin, et al.
Published: (2024)

Proactive Market Making and Liquidity Analysis for Everlasting Options in DeFi Ecosystems
by: Mohanty, Hardhik, et al.
Published: (2025)

Quantitative Geometric Market Structuralism: A Framework for Detecting Structural Endpoints in Financial Markets
by: Kavoosi, Amir
Published: (2025)

Stochastic Path-Dependent Volatility Models for Price-Storage Dynamics in Natural Gas Markets and Discrete-Time Swing Option Pricing
by: Qiu, Jinniao, et al.
Published: (2024)

Kalman Filter in the Problem of the Exchange and the Inflation Rates Adequacy To Determining Factors
by: Gonchar, N. S., et al.
Published: (2025)