A Myersonian Framework for Optimal Liquidity Provision in Automated Market Makers
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References listed on IDEAS
- Jason D. Hartline, 2012. "Approximation in Mechanism Design," American Economic Review, American Economic Association, vol. 102(3), pages 330-336, May.
- Roger B. Myerson, 1981.
"Optimal Auction Design,"
Mathematics of Operations Research, INFORMS, vol. 6(1), pages 58-73, February.
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- Chawla, Shuchi & Hartline, Jason D. & Sivan, Balasubramanian, 2019. "Optimal crowdsourcing contests," Games and Economic Behavior, Elsevier, vol. 113(C), pages 80-96.
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Cited by:
- Guillermo Angeris & Tarun Chitra & Theo Diamandis & Alex Evans & Kshitij Kulkarni, 2023. "The Geometry of Constant Function Market Makers," Papers 2308.08066, arXiv.org.
- Xue Dong He & Chen Yang & Yutian Zhou, 2024. "Optimal Design of Automated Market Makers on Decentralized Exchanges," Papers 2404.13291, arXiv.org, revised Nov 2024.
- Viraj Nadkarni & Sanjeev Kulkarni & Pramod Viswanath, 2024. "Adaptive Curves for Optimally Efficient Market Making," Papers 2406.13794, arXiv.org.
- Michael J. Curry & Zhou Fan & David C. Parkes, 2024. "Optimal Automated Market Makers: Differentiable Economics and Strong Duality," Papers 2402.09129, arXiv.org.
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-DES-2023-04-17 (Economic Design)
- NEP-FMK-2023-04-17 (Financial Markets)
- NEP-MST-2023-04-17 (Market Microstructure)
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