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Improved Price Oracles: Constant Function Market Makers

Citations

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Cited by:

  1. Lo, Yuen & Medda, Francesca, 2020. "Uniswap and the rise of the decentralized exchange," MPRA Paper 103925, University Library of Munich, Germany.
  2. Maxim Bichuch & Zachary Feinstein, 2022. "Axioms for Automated Market Makers: A Mathematical Framework in FinTech and Decentralized Finance," Papers 2210.01227, arXiv.org, revised Feb 2025.
  3. Matheus V. X. Ferreira & David C. Parkes, 2022. "Credible Decentralized Exchange Design via Verifiable Sequencing Rules," Papers 2209.15569, arXiv.org, revised Apr 2023.
  4. Guillermo Angeris & Alex Evans & Tarun Chitra, 2020. "When does the tail wag the dog? Curvature and market making," Papers 2012.08040, arXiv.org.
  5. Hongyin Chen & Yukun Cheng & Xiaotie Deng & Wenhan Huang & Linxuan Rong, 2022. "ABSNFT: Securitization and Repurchase Scheme for Non-Fungible Tokens Based on Game Theoretical Analysis," Papers 2202.02199, arXiv.org, revised Jul 2022.
  6. Sam M. Werner & Daniel Perez & Lewis Gudgeon & Ariah Klages-Mundt & Dominik Harz & William J. Knottenbelt, 2021. "SoK: Decentralized Finance (DeFi)," Papers 2101.08778, arXiv.org, revised Sep 2022.
  7. Tarun Chitra & Alex Evans, 2020. "Why Stake When You Can Borrow?," Papers 2006.11156, arXiv.org.
  8. Hamed Amini & Maxim Bichuch & Zachary Feinstein, 2023. "Decentralized Prediction Markets and Sports Books," Papers 2307.08768, arXiv.org, revised Jan 2025.
  9. Matthias Nadler & Felix Bekemeier & Fabian Schar, 2022. "DeFi Risk Transfer: Towards A Fully Decentralized Insurance Protocol," Papers 2212.10308, arXiv.org.
  10. Davide Strepparava & Federico Rosato & Lorenzo Nespoli & Vasco Medici, 2022. "Privacy and Auditability in the Local Energy Market of an Energy Community with Homomorphic Encryption," Energies, MDPI, vol. 15(15), pages 1-14, July.
  11. Massimo Bartoletti & James Hsin-yu Chiang & Alberto Lluch-Lafuente, 2020. "SoK: Lending Pools in Decentralized Finance," Papers 2012.13230, arXiv.org.
  12. Ariah Klages-Mundt & Dominik Harz & Lewis Gudgeon & Jun-You Liu & Andreea Minca, 2020. "Stablecoins 2.0: Economic Foundations and Risk-based Models," Papers 2006.12388, arXiv.org, revised Oct 2020.
  13. Nicola Cantarutti & Alex Harker & Carter Woetzel, 2023. "Silkswap: An asymmetric automated market maker model for stablecoins," Papers 2302.07822, arXiv.org.
  14. Jason Milionis & Ciamac C. Moallemi & Tim Roughgarden & Anthony Lee Zhang, 2022. "Automated Market Making and Loss-Versus-Rebalancing," Papers 2208.06046, arXiv.org, revised May 2024.
  15. Tristan Lim, 2022. "Predictive Crypto-Asset Automated Market Making Architecture for Decentralized Finance using Deep Reinforcement Learning," Papers 2211.01346, arXiv.org, revised Jan 2023.
  16. Guillermo Angeris & Tarun Chitra & Alex Evans & Stephen Boyd, 2022. "Optimal Routing for Constant Function Market Makers," Papers 2204.05238, arXiv.org.
  17. Raphael Auer & Bernhard Haslhofer & Stefan Kitzler & Pietro Saggese & Friedhelm Victor, 2024. "The technology of decentralized finance (DeFi)," Digital Finance, Springer, vol. 6(1), pages 55-95, March.
  18. Peplluis R. Esteva & Andrés El-Fakdi & Alberto Ballesteros-Rodríguez, 2023. "Invoice Discounting Using Kelly Criterion by Automated Market Makers-like Implementations," Mathematics, MDPI, vol. 11(7), pages 1-37, March.
  19. Estelle Sterrett & Waylon Jepsen & Evan Kim, 2022. "Replicating Portfolios: Constructing Permissionless Derivatives," Papers 2205.09890, arXiv.org, revised Jun 2022.
  20. Daniel Kirste & Niclas Kannengie{ss}er & Ricky Lamberty & Ali Sunyaev, 2023. "How Automated Market Makers Approach the Thin Market Problem in Cryptoeconomic Systems," Papers 2309.12818, arXiv.org, revised Sep 2023.
  21. Niccol`o Bardoscia & Alessandro Nodari, 2023. "Liquidity Providers Greeks and Impermanent Gain," Papers 2302.11942, arXiv.org, revised Mar 2023.
  22. Dev Churiwala & Bhaskar Krishnamachari, 2022. "QLAMMP: A Q-Learning Agent for Optimizing Fees on Automated Market Making Protocols," Papers 2211.14977, arXiv.org.
  23. Alessandra Cretarola & Gianna Figà-Talamanca & Cyril Grunspan, 2021. "Blockchain and cryptocurrencies: economic and financial research," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 44(2), pages 781-787, December.
  24. Zhimeng Yang & Ariah Klages-Mundt & Lewis Gudgeon, 2023. "Oracle Counterpoint: Relationships between On-chain and Off-chain Market Data," Papers 2303.16331, arXiv.org, revised Jul 2023.
  25. Jason Milionis & Ciamac C. Moallemi & Tim Roughgarden, 2023. "Automated Market Making and Arbitrage Profits in the Presence of Fees," Papers 2305.14604, arXiv.org.
  26. Michael Darlin & Nikolaos Papadis & Leandros Tassiulas, 2020. "Optimal Bidding Strategy for Maker Auctions," Papers 2009.07086, arXiv.org, revised May 2021.
  27. Guillermo Angeris & Tarun Chitra & Theo Diamandis & Alex Evans & Kshitij Kulkarni, 2023. "The Geometry of Constant Function Market Makers," Papers 2308.08066, arXiv.org.
  28. Arman Abgaryan & Utkarsh Sharma, 2023. "Dynamic Function Market Maker," Papers 2307.13624, arXiv.org.
  29. Daniel Z. Zanger, 2022. "G3Ms:Generalized Mean Market Makers," Papers 2208.07305, arXiv.org.
  30. Peplluis R. Esteva & Alberto Ballesteros Rodr'iguez, 2023. "Invoice discounting using kelly criterion by automated market makers-like implementations," Papers 2302.09009, arXiv.org.
  31. Alan Guo, 2023. "Invariance properties of maximal extractable value," Papers 2304.11010, arXiv.org.
  32. Neelesh Tiruviluamala & Alexander Port & Erik Lewis, 2022. "A General Framework for Impermanent Loss in Automated Market Makers," Papers 2203.11352, arXiv.org.
  33. Vijay Mohan, 2022. "Automated market makers and decentralized exchanges: a DeFi primer," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-48, December.
  34. Giulio Caldarelli, 2023. "From Reality Keys to Oraclize. A Deep Dive into the History of Bitcoin Oracles," Papers 2302.07911, arXiv.org, revised Feb 2023.
  35. Guillermo Angeris & Akshay Agrawal & Alex Evans & Tarun Chitra & Stephen Boyd, 2021. "Constant Function Market Makers: Multi-Asset Trades via Convex Optimization," Papers 2107.12484, arXiv.org.
  36. Richard Dewey & Craig Newbold, 2023. "The Pricing And Hedging Of Constant Function Market Makers," Papers 2306.11580, arXiv.org.
  37. Nassib Boueri, 2021. "G3M Impermanent Loss Dynamics," Papers 2108.06593, arXiv.org, revised Jun 2022.
  38. Vincent Gramlich & Tobias Guggenberger & Marc Principato & Benjamin Schellinger & Nils Urbach, 2023. "A multivocal literature review of decentralized finance: Current knowledge and future research avenues," Electronic Markets, Springer;IIM University of St. Gallen, vol. 33(1), pages 1-37, December.
  39. Guillermo Angeris & Alex Evans & Tarun Chitra, 2023. "Replicating market makers," Digital Finance, Springer, vol. 5(2), pages 367-387, June.
  40. Lioba Heimbach & Eric Schertenleib & Roger Wattenhofer, 2022. "Exploring Price Accuracy on Uniswap V3 in Times of Distress," Papers 2208.09642, arXiv.org, revised Nov 2022.
  41. Johannes Rude Jensen & Mohsen Pourpouneh & Kurt Nielsen & Omri Ross, 2021. "The Homogenous Properties of Automated Market Makers," Papers 2105.02782, arXiv.org.
  42. Makridis, Christos A. & Fröwis, Michael & Sridhar, Kiran & Böhme, Rainer, 2023. "The rise of decentralized cryptocurrency exchanges: Evaluating the role of airdrops and governance tokens," Journal of Corporate Finance, Elsevier, vol. 79(C).
  43. Philippe Bergault & Louis Bertucci & David Bouba & Olivier Gu'eant, 2022. "Automated Market Makers: Mean-Variance Analysis of LPs Payoffs and Design of Pricing Functions," Papers 2212.00336, arXiv.org, revised Nov 2023.
  44. Jan Arvid Berg & Robin Fritsch & Lioba Heimbach & Roger Wattenhofer, 2022. "An Empirical Study of Market Inefficiencies in Uniswap and SushiSwap," Papers 2203.07774, arXiv.org, revised May 2022.
  45. Guillermo Angeris & Tarun Chitra & Alex Evans & Matthew Lorig, 2022. "A primer on perpetuals," Papers 2209.03307, arXiv.org.
  46. Lioba Heimbach & Eric Schertenleib & Roger Wattenhofer, 2022. "Risks and Returns of Uniswap V3 Liquidity Providers," Papers 2205.08904, arXiv.org, revised Sep 2022.
  47. Bhaskar Krishnamachari & Qi Feng & Eugenio Grippo, 2021. "Dynamic Curves for Decentralized Autonomous Cryptocurrency Exchanges," Papers 2101.02778, arXiv.org.
  48. Guillermo Angeris & Alex Evans & Tarun Chitra, 2021. "Replicating Market Makers," Papers 2103.14769, arXiv.org.
  49. Robin Fritsch, 2021. "Concentrated Liquidity in Automated Market Makers," Papers 2110.01368, arXiv.org.
  50. Kaihua Qin & Liyi Zhou & Yaroslav Afonin & Ludovico Lazzaretti & Arthur Gervais, 2021. "CeFi vs. DeFi -- Comparing Centralized to Decentralized Finance," Papers 2106.08157, arXiv.org, revised Jun 2021.
  51. Alex Evans, 2020. "Liquidity Provider Returns in Geometric Mean Markets," Papers 2006.08806, arXiv.org, revised Jul 2020.
  52. Guillermo Angeris & Alex Evans & Tarun Chitra, 2021. "Replicating Monotonic Payoffs Without Oracles," Papers 2111.13740, arXiv.org.
  53. Kshitij Kulkarni & Theo Diamandis & Tarun Chitra, 2022. "Towards a Theory of Maximal Extractable Value I: Constant Function Market Makers," Papers 2207.11835, arXiv.org, revised Apr 2023.
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