Zobrazeno 1 - 2
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pro vyhledávání: '"González, Agustín Muñoz"'
This article analytically characterizes the impermanent loss for automatic market makers in decentralized exchanges such as Uniswap or Balancer (CPMM). We present a theoretical static replication formula for the pool value using a combination of Euro
Externí odkaz:
http://arxiv.org/abs/2412.09662
In this work, we present an innovative application of the probabilistic weak formulation of mean field games (MFG) for modeling liquidity pools in a constant product automated market maker (AMM) protocol in the context of decentralized finance. Our w
Externí odkaz:
http://arxiv.org/abs/2412.09180