Derives a pro-cyclical optimal dynamic fee for AMM LPs via ergodic control that is independent of wealth and risk aversion and improves growth rate over static fees.
Title resolution pending
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
q-fin.MF 1years
2026 1verdicts
UNVERDICTED 1representative citing papers
citing papers explorer
-
Optimal Dynamic Fees for Automated Market Makers: A Stochastic Control Approach to Loss-Versus-Rebalancing
Derives a pro-cyclical optimal dynamic fee for AMM LPs via ergodic control that is independent of wealth and risk aversion and improves growth rate over static fees.