A new discrete-time AMM model with diffusive plus jump price processes shows CEX-DEX arbitrage requires volumes comparable to major liquidity pools and produces profits on the scale of total MEV.
Papers 2309.13648, arXiv.org (Sep 2023)
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Four attribution methods applied to over one million Polygon blocks show that most atomic arbitrage MEV opportunities trace to single source transactions from a small set of protocols.
citing papers explorer
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Where Does MEV Really Come From? Revisiting CEXDEX Arbitrage on Ethereum
A new discrete-time AMM model with diffusive plus jump price processes shows CEX-DEX arbitrage requires volumes comparable to major liquidity pools and produces profits on the scale of total MEV.
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The Origins of MEV: Systematic Attribution of Arbitrage Opportunity Creation at Scale
Four attribution methods applied to over one million Polygon blocks show that most atomic arbitrage MEV opportunities trace to single source transactions from a small set of protocols.