Profit Maximization In Arbitrage Loops-Reference-Cited by-同舟云学术

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Profit Maximization In Arbitrage Loops

Published:2024-07-23 Issue: Volume: Page:153-160
ISSN:
Container-title:2024 IEEE 44th International Conference on Distributed Computing Systems Workshops (ICDCSW)
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Author:

Zhang Yu¹,Li Zichen²,Yan Tao¹,Liu Qianyu¹,Vallarano Nicolo¹,Tessone Claudio J.¹

Affiliation:

1. University of Zurich,Switzerland

2. Chinese University of Hong Kong,China

Publisher

IEEE

Link

http://xplorestaging.ieee.org/ielx8/10660662/10660678/10660718.pdf?arnumber=10660718

Reference9 articles.

1. An empirical study of market inefficiencies in uniswap and sushiswap;Berg

2. SoK: Decentralized Exchanges (DEX) with Automated Market Maker (AMM) Protocols

3. Detecting and identifying arbitrage in the spot foreign exchange market

4. Cyclic arbitrage in decentralized exchanges;Wang

5. On the Just-In-Time Discovery of Profit-Generating Transactions in DeFi Protocols

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