:: Library Catalog

Cover Image

Saved in:

Bibliographic Details
Main Authors:	Urusov, Andrey, Berezovskiy, Rostislav, Krestenko, Anatoly, Kornilov, Andrei, Yanovich, Yury
Format:	Preprint
Published:	2025
Subjects:	Mathematical Finance
Online Access:	https://arxiv.org/abs/2505.15338
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

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

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

Dynamic Collateral Control for Permissionless Spot Perpetual Basis Trading
by: Krestenko, Anatoly, et al.
Published: (2026)

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

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

Formal State-Machine Models for Uniswap v3 Concentrated-Liquidity AMMs: Priced Timed Automata, Finite-State Transducers, and Provable Rounding Bounds
by: Tranquilli, Julius, et al.
Published: (2025)

DeFi's Concentrated Liquidity From Scratch
by: Richardson, Mark B., et al.
Published: (2024)

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

On weak notions of no-arbitrage in a 1D general diffusion market with interest rates
by: Anagnostakis, Alexis, et al.
Published: (2025)

On the structure of increasing profits in a 1D general diffusion market with interest rates
by: Anagnostakis, Alexis, et al.
Published: (2025)

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

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

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

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

Decentralised Finance and Automated Market Making: Predictable Loss and Optimal Liquidity Provision
by: Cartea, Álvaro, et al.
Published: (2023)

CLVR Ordering of Transactions on AMMs
by: McLaughlin, Robert, et al.
Published: (2024)

From Impermanent Loss to Sustainable Gain: Quantifying Profitability Zones for Liquidity Providers on DEX
by: Melnikov, Ignat, et al.
Published: (2026)

Marketron Through the Looking Glass: From Equity Dynamics to Option Pricing in Incomplete Markets
by: Halperin, Igor, et al.
Published: (2025)

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

Diffusive Limit of Hawkes Driven Order Book Dynamics With Liquidity Migration
by: Mahseredjian, Levon
Published: (2025)

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

Optimal Liquidation of Perpetual Contracts
by: Donnelly, Ryan, et al.
Published: (2026)

Optimal Design of Automated Market Makers on Decentralized Exchanges
by: He, Xue Dong, et al.
Published: (2024)

Multi-asset optimal trade execution with stochastic cross-effects: An Obizhaeva-Wang-type framework
by: Ackermann, Julia, et al.
Published: (2025)

Optimal Liquidation With Signals: The General Propagator Case
by: Eduardo Abi Jaber, et al.
Published: (2025)

Long Time Behavior of Optimal Liquidation Problems
by: Cheng, Xinman, et al.
Published: (2024)

Optimal Decisions for Liquid Staking: Allocation and Exit Timing
by: Ma, Ruofei, et al.
Published: (2025)

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

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

Stochastic Control Problems with Infinite Horizon and Regime Switching Arising in Optimal Liquidation with Semimartingale Strategies
by: Cheng, Xinman, et al.
Published: (2026)

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

A Tick-by-Tick Solution for Concentrated Liquidity Provisioning
by: Powers, Corinne
Published: (2024)

DeFi Liquidation Risk Modeling Using Geometric Brownian Motion
by: Belenko, Timofei, et al.
Published: (2025)

Bounding LVR in AMMs via Secant-Tangent Divergence and Collateralized Liquidity Scaling
by: Kim, Hyoungsung, et al.
Published: (2026)

Exploratory Mean-Variance Portfolio Optimization with Regime-Switching Market Dynamics
by: Chen, Yuling Max, et al.
Published: (2025)

Formation of Optimal Interbank Networks under Liquidity Shocks
by: Rigobon, Daniel E., et al.
Published: (2022)

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)

No arbitrage and the existence of ACLMMs in general diffusion models
by: Criens, David, et al.
Published: (2024)

Regulation or Competition:Major-Minor Optimal Liquidation across Dark and Lit Pools
by: Mastrolia, Thibaut, et al.
Published: (2025)

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