4 citations · 6 across the 2 of their papers we have counts for
2 papers
q-fin.TR2022★ 4 cited
Mixing Constant Sum and Constant Product Market Makers
Alexander Port, Neelesh Tiruviluamala
Two popular forms of automated market makers are constant sum and constant product (CSMM and CPMM respectively). Each has its advantages and disadvantages: CSMMs have stable exchan…
q-fin.TR2022★ 2 cited
A General Framework for Impermanent Loss in Automated Market Makers
Neelesh Tiruviluamala, Alexander Port, Erik Lewis
We provide a framework for analyzing impermanent loss for general Automated Market Makers (AMMs) and show that Geometric Mean Market Makers (G3Ms) are in a rigorous sense the simpl…