SSRNCrypto & DeFi
DeFi Arbitrage
A study proposes risk-neutral pricing and hedging formulas for liquidity tokens in the constant product market maker (CPMM), suggesting new Automated Market Maker (AMM) designs.
Featured in No. 66 on 18 Sep 2024 · 1 day after release
- Released
- 17 Sep 2024
- First featured
- No. 66 · 18 Sep 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 3
- Identifier
- SSRN 4959073
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).