Matches in SemOpenAlex for { <https://semopenalex.org/work/W4381586630> ?p ?o ?g. }
Showing items 1 to 79 of
79
with 100 items per page.
- W4381586630 abstract "We investigate the most common type of blockchain-based decentralized exchange, which are known as constant function market makers (CFMMs). We examine the the market microstructure around CFMMs and present a model for valuing the liquidity provider (LP) mechanism and estimating the value of the associated derivatives. We develop a model with two types of traders that have different information and contribute methods for simulating the behavior of each trader and accounting for trade PnL. We also develop ideas around the equilibrium distribution of fair price conditional on the arrival of traders. Finally, we show how these findings might be used to think about parameters for alternative CFMMs." @default.
- W4381586630 created "2023-06-22" @default.
- W4381586630 creator A5014573947 @default.
- W4381586630 creator A5057920178 @default.
- W4381586630 date "2023-06-20" @default.
- W4381586630 modified "2023-10-18" @default.
- W4381586630 title "The Pricing And Hedging Of Constant Function Market Makers" @default.
- W4381586630 doi "https://doi.org/10.48550/arxiv.2306.11580" @default.
- W4381586630 hasPublicationYear "2023" @default.
- W4381586630 type Work @default.
- W4381586630 citedByCount "0" @default.
- W4381586630 crossrefType "posted-content" @default.
- W4381586630 hasAuthorship W4381586630A5014573947 @default.
- W4381586630 hasAuthorship W4381586630A5057920178 @default.
- W4381586630 hasBestOaLocation W43815866301 @default.
- W4381586630 hasConcept C10138342 @default.
- W4381586630 hasConcept C105795698 @default.
- W4381586630 hasConcept C106159729 @default.
- W4381586630 hasConcept C110121322 @default.
- W4381586630 hasConcept C134306372 @default.
- W4381586630 hasConcept C14036430 @default.
- W4381586630 hasConcept C149782125 @default.
- W4381586630 hasConcept C151730666 @default.
- W4381586630 hasConcept C162324750 @default.
- W4381586630 hasConcept C175444787 @default.
- W4381586630 hasConcept C182306322 @default.
- W4381586630 hasConcept C183582576 @default.
- W4381586630 hasConcept C18991353 @default.
- W4381586630 hasConcept C199360897 @default.
- W4381586630 hasConcept C2776291640 @default.
- W4381586630 hasConcept C2777027219 @default.
- W4381586630 hasConcept C2780299701 @default.
- W4381586630 hasConcept C2780762169 @default.
- W4381586630 hasConcept C33923547 @default.
- W4381586630 hasConcept C41008148 @default.
- W4381586630 hasConcept C51926234 @default.
- W4381586630 hasConcept C556758197 @default.
- W4381586630 hasConcept C78458016 @default.
- W4381586630 hasConcept C86803240 @default.
- W4381586630 hasConceptScore W4381586630C10138342 @default.
- W4381586630 hasConceptScore W4381586630C105795698 @default.
- W4381586630 hasConceptScore W4381586630C106159729 @default.
- W4381586630 hasConceptScore W4381586630C110121322 @default.
- W4381586630 hasConceptScore W4381586630C134306372 @default.
- W4381586630 hasConceptScore W4381586630C14036430 @default.
- W4381586630 hasConceptScore W4381586630C149782125 @default.
- W4381586630 hasConceptScore W4381586630C151730666 @default.
- W4381586630 hasConceptScore W4381586630C162324750 @default.
- W4381586630 hasConceptScore W4381586630C175444787 @default.
- W4381586630 hasConceptScore W4381586630C182306322 @default.
- W4381586630 hasConceptScore W4381586630C183582576 @default.
- W4381586630 hasConceptScore W4381586630C18991353 @default.
- W4381586630 hasConceptScore W4381586630C199360897 @default.
- W4381586630 hasConceptScore W4381586630C2776291640 @default.
- W4381586630 hasConceptScore W4381586630C2777027219 @default.
- W4381586630 hasConceptScore W4381586630C2780299701 @default.
- W4381586630 hasConceptScore W4381586630C2780762169 @default.
- W4381586630 hasConceptScore W4381586630C33923547 @default.
- W4381586630 hasConceptScore W4381586630C41008148 @default.
- W4381586630 hasConceptScore W4381586630C51926234 @default.
- W4381586630 hasConceptScore W4381586630C556758197 @default.
- W4381586630 hasConceptScore W4381586630C78458016 @default.
- W4381586630 hasConceptScore W4381586630C86803240 @default.
- W4381586630 hasLocation W43815866301 @default.
- W4381586630 hasOpenAccess W4381586630 @default.
- W4381586630 hasPrimaryLocation W43815866301 @default.
- W4381586630 hasRelatedWork W1521706718 @default.
- W4381586630 hasRelatedWork W1597411083 @default.
- W4381586630 hasRelatedWork W2086605616 @default.
- W4381586630 hasRelatedWork W2090016168 @default.
- W4381586630 hasRelatedWork W2154570291 @default.
- W4381586630 hasRelatedWork W2395238017 @default.
- W4381586630 hasRelatedWork W3121459090 @default.
- W4381586630 hasRelatedWork W3122544234 @default.
- W4381586630 hasRelatedWork W3123877636 @default.
- W4381586630 hasRelatedWork W3125886551 @default.
- W4381586630 isParatext "false" @default.
- W4381586630 isRetracted "false" @default.
- W4381586630 workType "article" @default.