Replicating market makers
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Engineering
Link
https://link.springer.com/content/pdf/10.1007/s42521-023-00082-0.pdf
Reference20 articles.
1. Angeris, G., Agrawal, A., Evans, A., Chitra, T., & Boyd, S. (2022). Constant function market makers: Multi-asset trades via convex optimization (pp. 415–444). Springer International Publishing. https://doi.org/10.1007/978-3-031-07535-3_13
2. Angeris, G., & Chitra, T. (2020). Improved price oracles: Constant function market makers. In AFT ’20 (pp. 80–91). Association for Computing Machinery. https://doi.org/10.1145/3419614.3423251.
3. Angeris, G., Chitra, T., & Evans, A. (2022). When does the tail wag the dog? Curvature and market making. Cryptoeconomic Systems, 2(1). https://doi.org/10.21428/58320208.e9e6b7ce.
4. Angeris, G., Kao, H.-T., Chiang, R., Noyes, C., & Chitra, T. (2021). An analysis of Uniswap markets. Cryptoeconomic Systems, 0(1). https://doi.org/10.21428/58320208.c9738e64.
5. Boyd, S. P., & Vandenberghe, L. (2004). Convex optimization. Cambridge University Press.
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1. Automated market makers and their implications for liquidity providers;Digital Finance;2024-09
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