Publikation

Automated Market Makers and their Implications for Liquidity Providers

This article derives and discusses useful formulas for the quantitative risk management in the context of automated market makers. In addition, order size and pool size dependent transaction costs are proposed that may incentivize the desired level of liquidity.

Autorenschaft:
Werner Brönnimann, Pascal Egloff, Thomas Krabichler, 2023
Seiten / Kapitel:
30
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