Image de couverture de livre

Arbitrage with bounded Liquidity

Fuente: arXiv

Enregistré dans:

Détails bibliographiques
Auteurs principaux:	Schlegel, Christoph, Kilbourn, Quintus
Format:	Preprint
Publié:	2025
Sujets:	Mathematical Finance Trading and Market Microstructure
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

Documents similaires

Arbitrage on Decentralized Exchanges
par: He, Xue Dong, et autres
Publié: (2025)

Liquidity provision in CLMMs: evidence from transactions data
par: Urusov, Andrey, et autres
Publié: (2026)

Optimal Exit Time for Liquidity Providers in Automated Market Makers
par: Bergault, Philippe, et autres
Publié: (2025)

Equilibrium Liquidity and Risk Offsetting in Decentralised Markets
par: Drissi, Fayçal, et autres
Publié: (2025)

Automated Market Makers: A Stochastic Optimization Approach for Profitable Liquidity Concentration
par: Zeller, Simon Caspar, et autres
Publié: (2025)

Follow the Leader: Enhancing Systematic Trend-Following Using Network Momentum
par: Li, Linze, et autres
Publié: (2025)

Performative Market Making
par: Kleitsikas, Charalampos, et autres
Publié: (2025)

Wasserstein Robust Market Making via Entropy Regularization
par: Fang, Zhou, et autres
Publié: (2025)

Optimal Dynamic Fees in Automated Market Makers
par: Baggiani, Leonardo, et autres
Publié: (2025)

QubitSwap: The Informational Edge in Decentralised Exchanges
par: Scott-Simons, Oliver Tronn, et autres
Publié: (2025)

Risk aversion of insider and dynamic asymmetric information
par: Danilova, Albina, et autres
Publié: (2025)

Market Making with Fads, Informed, and Uninformed Traders
par: Barucci, Emilio, et autres
Publié: (2025)

Shortermism and excessive risk taking in optimal execution with a target performance
par: Barucci, Emilio, et autres
Publié: (2025)

Macroscopic Market Making
par: Guo, Ivan, et autres
Publié: (2023)

Continuous-time Equilibrium Returns in Markets with Price Impact and Transaction Costs
par: Anthropelos, Michail, et autres
Publié: (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
par: Lee, Roger
Publié: (2023)

Axioms for Automated Market Makers: A Mathematical Framework in FinTech and Decentralized Finance
par: Bichuch, Maxim, et autres
Publié: (2022)

Decentralized Prediction Markets and Sports Books
par: Amini, Hamed, et autres
Publié: (2023)

Optimal Execution under Incomplete Information
par: Chevalier, Etienne, et autres
Publié: (2024)

Decentralised Finance and Automated Market Making: Execution and Speculation
par: Cartea, Álvaro, et autres
Publié: (2023)

Market Making and Transient Impact in Spot FX
par: Barzykin, Alexander
Publié: (2026)

Pricing and Hedging Financial Derivatives in Merger\&Acquisition Deals with Price Impact
par: Barucci, Emilio, et autres
Publié: (2026)

Mandatory Disclosure in Oligopolistic Market Making
par: Kim, Seongjin, et autres
Publié: (2026)

Neural Hawkes: Non-Parametric Estimation in High Dimension and Causality Analysis in Cryptocurrency Markets
par: Fabre, Timothée, et autres
Publié: (2024)

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

Closed-form solutions for generic N-token AMM arbitrage
par: Willetts, Matthew, et autres
Publié: (2024)

Optimal Rebalancing in Dynamic AMMs
par: Willetts, Matthew, et autres
Publié: (2024)

Optimizing Broker Performance Evaluation through Intraday Modeling of Execution Cost
par: Eisler, Zoltan, et autres
Publié: (2024)

Second Thoughts: How 1-second subslots transform CEX-DEX Arbitrage on Ethereum
par: Adadurov, Aleksei, et autres
Publié: (2026)

Unified Approach for Hedging Impermanent Loss of Liquidity Provision
par: Lipton, Alexander, et autres
Publié: (2024)

A Microstructure Analysis of Coupling in CFMMs
par: Sterrett, Althea, et autres
Publié: (2025)

Stochastic Price Dynamics in Response to Order Flow Imbalance: Evidence from CSI 300 Index Futures
par: Hu, Chen, et autres
Publié: (2025)

How low-cost AI universal approximators reshape market efficiency
par: Barucca, Paolo, et autres
Publié: (2025)

Forecasting Volatility with Machine Learning and Rough Volatility: Example from the Crypto-Winter
par: Tang, Siu Hin, et autres
Publié: (2023)

The Negative Drift of a Limit Order Fill
par: DeLise, Timothy
Publié: (2024)

Solvability of the Gaussian Kyle model with imperfect information and risk aversion
par: Chhaibi, Reda, et autres
Publié: (2025)

Multi-dimensional queue-reactive model and signal-driven models: a unified framework
par: Sfendourakis, Emmanouil
Publié: (2025)

Broker-Trader Partial Information Nash-Equilibria
par: Wu, Xuchen, et autres
Publié: (2024)

Macroscopic Market Making Games via Multidimensional Decoupling Field
par: Guo, Ivan, et autres
Publié: (2024)

Concentrated Liquidity with Leverage
par: Elsts, Atis, et autres
Publié: (2024)