Predictable losses of liquidity provision in constant function markets and concentrated liquidity markets
Year of publication: |
2023
|
---|---|
Authors: | Cartea, Álvaro ; Drissi, Fayçal ; Monga, Marcello |
Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1466-4313, ZDB-ID 2004159-7. - Vol. 30.2023, 2, p. 69-93
|
Subject: | Decentralised finance | automated market making | concentrated liquidity | algorithmic trading | predictable loss | impermanent loss | Liquidität | Liquidity | Prognoseverfahren | Forecasting model | Elektronisches Handelssystem | Electronic trading | Theorie | Theory | Wertpapierhandel | Securities trading | Unternehmenskonzentration | Market concentration | Marktliquidität | Market liquidity |
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