arXivCrypto & DeFi
Decentralised Finance and Automated Market Making: Execution and Speculation
The study investigates automated market makers, particularly constant product market makers, and develops two optimal trading strategies using stochastic optimal control tools, as demonstrated with Uniswap v3 data.
Featured in No. 7 on 12 Jul 2023 · 5 days after release · 49 citations today
- Released
- 7 Jul 2023
- First featured
- No. 7 · 12 Jul 2023
- Citations (Semantic Scholar)
- 49
- Influential citations
- 4
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 10
- Identifier
- SSRN 4144743
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).