一类多资产自动做市商
数理金融
2022-05-10 v2
摘要
我们提出一类多资产自动做市商，其流动性曲线源自自融资交易与再平衡等金融原理。恒定乘积做市商作为特例浮现。
引用
@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}
}
备注
9 pages, 5 figures