1 citations · 1 across the 2 of their papers we have counts for
2 papers
q-fin.TR2025★ 1 cited
Liquidity provision of utility indifference type in decentralized exchanges
Masaaki Fukasawa, Basile Maire, Marcus Wunsch
We present a mathematical formulation of liquidity provision in decentralized exchanges. We focus on constant function market makers of utility indifference type, which include con…
q-fin.MF2023
Model-free Hedging of Impermanent Loss in Geometric Mean Market Makers
Masaaki Fukasawa, Basile Maire, Marcus Wunsch
We consider Geometric Mean Market Makers -- a special type of Decentralized Exchange -- with two types of users: liquidity takers and arbitrageurs. Liquidity takers trade at prices…