A Family of Multi-Asset Automated Market Makers

Eric Forgy and Leo Lau

Papers from arXiv.org

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.

Date: 2021-11, Revised 2022-05
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Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:2111.08115

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