Predictable losses of liquidity provision in constant function markets and concentrated liquidity markets
Álvaro Cartea, Fayçal Drissi and Marcello Monga
| Year of publication: |
2023
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|---|---|
| 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
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| Subject: | Decentralised finance | automated market making | concentrated liquidity | algorithmic trading | predictable loss | impermanent loss | Liquidität | Liquidity | Theorie | Theory | Elektronisches Handelssystem | Electronic trading | Prognoseverfahren | Forecasting model | Wertpapierhandel | Securities trading | Marktliquidität | Market liquidity | Verlust | Loss | Unternehmenskonzentration | Market concentration |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1350486X.2023.2277957 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014443350