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This article analytically characterizes the impermanent loss for automatic market makers in decentralized exchanges such as Uniswap or Balancer (CPMM). We present a theoretical static replication formula for the pool value using a…

Mathematical Finance · Quantitative Finance 2024-12-16 Agustín Muñoz González , Juan I. Sequeira y Ariel Dembling

This paper presents a discrete-time option pricing model that is rooted in Reinforcement Learning (RL), and more specifically in the famous Q-Learning method of RL. We construct a risk-adjusted Markov Decision Process for a discrete-time…

Computational Finance · Quantitative Finance 2019-09-04 Igor Halperin

Decentralized Finance (DeFi) has revolutionized financial markets by enabling complex asset-exchange protocols without trusted intermediaries. Automated Market Makers (AMMs) are a central component of DeFi, providing the core functionality…

Mathematical Finance · Quantitative Finance 2026-02-03 Marco Dessalvi , Massimo Bartoletti , Alberto Lluch-Lafuente

Constant function market makers (CFMMs) are the most popular type of decentralized trading venue for cryptocurrency tokens. In this paper, we give a very general geometric framework (or 'axioms') which encompass and generalize many of the…

Optimization and Control · Mathematics 2023-08-17 Guillermo Angeris , Tarun Chitra , Theo Diamandis , Alex Evans , Kshitij Kulkarni

The study proposes a quote-driven predictive automated market maker (AMM) platform with on-chain custody and settlement functions, alongside off-chain predictive reinforcement learning capabilities to improve liquidity provision of…

Trading and Market Microstructure · Quantitative Finance 2023-01-27 Tristan Lim

This paper compares mathematical models for automated market makers including logarithmic market scoring rule (LMSR), liquidity sensitive LMSR (LS-LMSR), constant product/mean/sum, and others. It is shown that though LMSR may not be a good…

Trading and Market Microstructure · Quantitative Finance 2024-05-21 Yongge Wang

Decentralized finance (DeFi) applications depend on accurate price oracles to ensure secure transactions, yet these oracles are highly vulnerable to manipulation, enabling attackers to exploit smart contract vulnerabilities for unfair asset…

Cryptography and Security · Computer Science 2025-02-12 Bo Gao , Yuan Wang , Qingsong Wei , Yong Liu , Rick Siow Mong Goh , David Lo

Automated Market Makers (AMMs) are a cornerstone of decentralized finance. They are smart contracts (stateful programs) running on blockchains. They enable virtual token exchange: traders swap tokens with the AMM for a fee, while liquidity…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-09-03 Hongyin Chen , Amit Vaisman , Ittay Eyal

In a universal framework that expresses any market system in terms of state transition rules, we prove that every DeFi market system has an invariant function and is thus by definition a CFMM; indeed, all automated market makers (AMMs) are…

Trading and Market Microstructure · Quantitative Finance 2024-01-01 Roger Lee

Within this work we consider an axiomatic framework for Automated Market Makers (AMMs). AMMs are smart contracts that set prices for swaps on a pool of assets. By imposing reasonable axioms on the underlying utility function, we are able to…

Mathematical Finance · Quantitative Finance 2025-02-04 Maxim Bichuch , Zachary Feinstein

We investigate the market microstructure of Automated Market Makers (AMMs), the most prominent type of blockchain-based decentralized exchanges. We show that the order execution mechanism yields token value loss for liquidity providers if…

Trading and Market Microstructure · Quantitative Finance 2021-07-22 Agostino Capponi , Ruizhe Jia

A derivative is a financial security whose value is a function of underlying traded assets and market outcomes. Pricing a financial derivative involves setting up a market model, finding a martingale (``fair game") probability measure for…

Quantum Physics · Physics 2022-09-20 Patrick Rebentrost , Alessandro Luongo , Samuel Bosch , Seth Lloyd

The Black-Scholes-Merton model is a mathematical model for the dynamics of a financial market that includes derivative investment instruments, and its formula provides a theoretical price estimate of European-style options. The model's…

Mathematical Finance · Quantitative Finance 2023-07-04 Tongseok Lim

In decentralized finance (DeFi), designing fixed-income lending automated market makers (AMMs) is extremely challenging due to time-related complexities. Moreover, existing protocols only support single-maturity lending. Building upon the…

Cryptography and Security · Computer Science 2025-12-19 Tianyi Ma

Blockchains have popularized automated market makers (AMMs). An AMM exchange is an application running on a blockchain which maintains a pool of crypto-assets and automatically trades assets with users governed by some pricing function that…

Computer Science and Game Theory · Computer Science 2025-09-16 T-H. Hubert Chan , Ke Wu , Elaine Shi

Batch auctions are a classical market microstructure, acclaimed for their fairness properties, and have received renewed interest in the context of blockchain-based financial systems. Constant function market makers (CFMMs) are another…

Computer Science and Game Theory · Computer Science 2024-06-24 Geoffrey Ramseyer , Mohak Goyal , Ashish Goel , David Mazières

In Decentralized Finance (DeFi), automated market makers typically implement liquidity provisioning protocols. These protocols allow third-party liquidity providers (LPs) to provide assets to facilitate trade in exchange for fees. This…

Computer Science and Game Theory · Computer Science 2025-07-29 Adithya Bhaskara , Rafael Frongillo , Maneesha Papireddygari

We consider a model of linear market impact, and address the problem of replicating a contingent claim in this framework. We derive a non-linear Black-Scholes Equation that provides an exact replication strategy. This equation is fully…

Pricing of Securities · Quantitative Finance 2016-08-15 Gregoire Loeper

To reduce complexity and achieve scalable performance in high-dimensional black-box settings, we propose a distributed method for nonconvex derivative-free optimization of continuous variables with an additively separable objective, subject…

Optimization and Control · Mathematics 2025-11-03 Damilola Fasiku , Wentao Tang

Recently emerging Decentralized Finance (DeFi) takes the promise of cryptocurrencies a step further, leveraging their decentralized networks to transform traditional financial products into trustless and transparent protocols that run…

Cryptography and Security · Computer Science 2021-06-28 Bowen Liu , Pawel Szalachowski , Jianying Zhou