Derives manipulation costs for AMM oracles under EMH and shows liquidity weights maximize attacker cost for medians (any distortion) and means (small distortions).
Decentralised finance and automated mar- ket making: Predictable loss and optimal liquidity provision
2 Pith papers cite this work. Polarity classification is still indexing.
2
Pith papers citing it
years
2026 2verdicts
UNVERDICTED 2representative citing papers
A funding-aware HJB model for perpetual DEX market making improves simulated ETH/BTC performance and reduces inventory risk versus classical Avellaneda-Stoikov.
citing papers explorer
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Cost of Manipulation in AMM-Based Oracles
Derives manipulation costs for AMM oracles under EMH and shows liquidity weights maximize attacker cost for medians (any distortion) and means (small distortions).
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Funding-Aware Optimal Market Making for Perpetual DEXs
A funding-aware HJB model for perpetual DEX market making improves simulated ETH/BTC performance and reduces inventory risk versus classical Avellaneda-Stoikov.