1 citations · 2 across the 2 of their papers we have counts for
2 papers
cs.CE2024★ 1 cited
Non-Atomic Arbitrage in Decentralized Finance
Lioba Heimbach, Vabuk Pahari, Eric Schertenleib
The prevalence of maximal extractable value (MEV) in the Ethereum ecosystem has led to a characterization of the latter as a dark forest. Studies of MEV have thus far largely been…
q-fin.PR2022★ 1 cited
Exploring Price Accuracy on Uniswap V3 in Times of Distress
Lioba Heimbach, Eric Schertenleib, Roger Wattenhofer
Financial markets have evolved over centuries, and exchanges have converged to rely on the order book mechanism for market making. Latency on the blockchain, however, has prevented…