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20192026
most citedMultiple Points of Gaussian Random Fields

2 citations · 3 across the 18 of their papers we have counts for

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q-fin.MF2024

Growth rate of liquidity provider's wealth in G3Ms

Cheuk Yin Lee, Shen-Ning Tung, Tai-Ho Wang

We study how trading fees and continuous-time arbitrage affect the profitability of liquidity providers (LPs) in Geometric Mean Market Makers (G3Ms). We use stochastic reflected di…