Automated market makers: mean-variance analysis of LPs payoffs and design of pricing functions

Philippe Bergault, Louis Bertucci, David Bouba, Olivier GuéantFinTech金融人工智能Top Field

Digital Finance2023-12-27Université Paris Dauphine-PSL; Institut Louis Bachelier; Centre d'Économie de la Sorbonne; Université Paris 1 Panthéon-SorbonneDOI

Citations13

Market liquidityOraclePortfolioProfit (economics)EconomicsMarket makerMicroeconomicsModern portfolio theoryFinancial economicsComputer scienceStock marketMonetary economics

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