40 citations · 91 across the 18 of their papers we have counts for
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q-fin.MF2024★ 2 cited
A Derivative Pricing Perspective on Liquidity Tokens in Constant Product Market Makers
Maxim Bichuch, Zachary Feinstein
In decentralized finance, any individual can pool their assets into an automated market maker (AMM) -- herein we focus on the constant product market maker (CPMM) -- in exchange fo…
q-fin.MF2024★ 4 cited
Intertemporal Cost-efficient Consumption
Mauricio Elizalde, Stephan Sturm
We aim to provide an intertemporal, cost-efficient consumption model that extends the consumption optimization inspired by the Distribution Builder, a tool developed by Sharpe, Joh…