Modeling Loss-Versus-Rebalancing in Automated Market Makers via Continuous-Installment Options

Fuente: arXiv

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Bibliographic Details
Main Authors:	Singh, Srisht Fateh, Li, Reina Ke Xin, Gaskin, Samuel, Wu, Yuntao, Klinck, Jeffrey, Michalopoulos, Panagiotis, Poulos, Zissis, Veneris, Andreas
Format:	Preprint
Published:	2025
Subjects:	Mathematical Finance Pricing of Securities Trading and Market Microstructure
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2508.02971