A Family of Multi-Asset Automated Market Makers
Mathematical Finance
2022-05-10 v2
Abstract
We present a family of multi-asset automated market makers whose liquidity curves are derived from the financial principles of self financing transactions and rebalancing. The constant product market maker emerges as a special case.
Keywords
Cite
@article{arxiv.2111.08115,
title = {A Family of Multi-Asset Automated Market Makers},
author = {Eric Forgy and Leo Lau},
journal= {arXiv preprint arXiv:2111.08115},
year = {2022}
}
Comments
9 pages, 5 figures