Crossmark

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

Published Online: 2023-12-27

Published Print: 2024-06

Authors

Bergault, Philippe

Bertucci, Louis

Bouba, David

Guéant, Olivier
Funding

Funding for this research was provided by:

Apesu under the aegis of Institut Louis Bachelier

Apesu under the aegis of Institut Louis Bachelier
License Information

Text and Data Mining valid from 2023-12-27

Version of Record valid from 2023-12-27
More Information

Article History

Received: 29 July 2023

Accepted: 18 November 2023

First Online: 27 December 2023

Document is current