Automated market makers : mean-variance analysis of LPs payoffs and design of pricing functions
Philippe Bergault, Louis Bertucci, David Bouba, Olivier Guéant
| Year of publication: |
2024
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|---|---|
| Authors: | Bergault, Philippe ; Bertucci, Louis ; Bouba, David ; Guéant, Olivier |
| Published in: |
Digital finance : smart data analytics, investment innovation, and financial technology. - [Cham] : Springer Nature Switzerland AG, ISSN 2524-6186, ZDB-ID 2947479-6. - Vol. 6.2024, 2, p. 225-247
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| Subject: | Automated Market Makers | Cryptocurrencies | DeFi | Oracles | Stochastic optimal control |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s42521-023-00101-0 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014584477