2 citations · 4 across the 2 of their papers we have counts for
2 papers
q-fin.TR2024★ 2 cited
Automated Market Making: the case of Pegged Assets
Philippe Bergault, Louis Bertucci, David Bouba +2
In this paper, we introduce a novel framework to model the exchange rate dynamics between two intrinsically linked cryptoassets, such as stablecoins pegged to the same fiat currenc…
q-fin.TR2024★ 2 cited
Price-Aware Automated Market Makers: Models Beyond Brownian Prices and Static Liquidity
Philippe Bergault, Louis Bertucci, David Bouba +2
In this paper, we introduce a suite of models for price-aware automated market making platforms willing to optimize their quotes. These models incorporate advanced price dynamics,…