Cover Image

Liquidity provision of utility indifference type in decentralized exchanges

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Fukasawa, Masaaki, Maire, Basile, Wunsch, Marcus
Format:	Preprint
Published:	2025
Subjects:	Trading and Market Microstructure Mathematical Finance 91G15
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Growth rate of liquidity provider's wealth in G3Ms
by: Lee, Cheuk Yin, et al.
Published: (2024)

Unwinding Stochastic Order Flow: When to Warehouse Trades
by: Nutz, Marcel, et al.
Published: (2023)

Unified Approach for Hedging Impermanent Loss of Liquidity Provision
by: Lipton, Alexander, et al.
Published: (2024)

Liquidity provision in CLMMs: evidence from transactions data
by: Urusov, Andrey, et al.
Published: (2026)

Optimal Execution among $N$ Traders with Transient Price Impact
by: Campbell, Steven, et al.
Published: (2025)

Randomization in Optimal Execution Games
by: Campbell, Steven, et al.
Published: (2025)

High-Frequency Analysis of a Trading Game with Transient Price Impact
by: Nutz, Marcel, et al.
Published: (2025)

Arbitrage with bounded Liquidity
by: Schlegel, Christoph, et al.
Published: (2025)

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

Blockchain scaling and liquidity concentration on decentralized exchanges
by: Caparros, Basile, et al.
Published: (2023)

The Support and Resistance Line Method: An Analysis via Optimal Stopping
by: Henderson, Vicky, et al.
Published: (2021)

Equilibrium Liquidity and Risk Offsetting in Decentralised Markets
by: Drissi, Fayçal, et al.
Published: (2025)

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

Follow the Leader: Enhancing Systematic Trend-Following Using Network Momentum
by: Li, Linze, et al.
Published: (2025)

Performative Market Making
by: Kleitsikas, Charalampos, et al.
Published: (2025)

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

Wasserstein Robust Market Making via Entropy Regularization
by: Fang, Zhou, et al.
Published: (2025)

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

QubitSwap: The Informational Edge in Decentralised Exchanges
by: Scott-Simons, Oliver Tronn, et al.
Published: (2025)

Risk aversion of insider and dynamic asymmetric information
by: Danilova, Albina, et al.
Published: (2025)

Market Making with Fads, Informed, and Uninformed Traders
by: Barucci, Emilio, et al.
Published: (2025)

Shortermism and excessive risk taking in optimal execution with a target performance
by: Barucci, Emilio, et al.
Published: (2025)

Macroscopic Market Making
by: Guo, Ivan, et al.
Published: (2023)

Continuous-time Equilibrium Returns in Markets with Price Impact and Transaction Costs
by: Anthropelos, Michail, et al.
Published: (2024)

All AMMs are CFMMs. All DeFi markets have invariants. A DeFi market is arbitrage-free if and only if it has an increasing invariant
by: Lee, Roger
Published: (2023)

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

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

Optimal Execution under Incomplete Information
by: Chevalier, Etienne, et al.
Published: (2024)

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

Market Making and Transient Impact in Spot FX
by: Barzykin, Alexander
Published: (2026)

Pricing and Hedging Financial Derivatives in Merger\&Acquisition Deals with Price Impact
by: Barucci, Emilio, et al.
Published: (2026)

Mandatory Disclosure in Oligopolistic Market Making
by: Kim, Seongjin, et al.
Published: (2026)

Neural Hawkes: Non-Parametric Estimation in High Dimension and Causality Analysis in Cryptocurrency Markets
by: Fabre, Timothée, et al.
Published: (2024)

Entropy-Regularized Certainty-Equivalent Bellman Policies for Risk-Sensitive Market Making
by: Zhong, Tenghan
Published: (2026)

Closed-form solutions for generic N-token AMM arbitrage
by: Willetts, Matthew, et al.
Published: (2024)

Optimal Rebalancing in Dynamic AMMs
by: Willetts, Matthew, et al.
Published: (2024)

Optimizing Broker Performance Evaluation through Intraday Modeling of Execution Cost
by: Eisler, Zoltan, et al.
Published: (2024)

Time-Inhomogeneous Volatility Aversion for Financial Applications of Reinforcement Learning
by: Cacciamani, Federico, et al.
Published: (2026)

Optimal Execution in Intraday Energy Markets under Hawkes Processes with Transient Impact
by: Chatziandreou, Konstantinos, et al.
Published: (2025)

A Microstructure Analysis of Coupling in CFMMs
by: Sterrett, Althea, et al.
Published: (2025)