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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3 Pith papers cite this work. Polarity classification is still indexing.
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UNVERDICTED 3representative citing papers
Introduces amortizing perpetual options as a blockchain-native primitive that supports decentralized risk management including endogenous collateralization and de-peg insurance.
Simulations of a proactive market maker for everlasting options show liquidity providers can target net positive PnL via hedging strategies despite low liquidity and high transaction costs.
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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Designing On-Chain Options: Amortizing Perpetual Options
Introduces amortizing perpetual options as a blockchain-native primitive that supports decentralized risk management including endogenous collateralization and de-peg insurance.
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Proactive Market Making and Liquidity Analysis for Everlasting Options in DeFi Ecosystems
Simulations of a proactive market maker for everlasting options show liquidity providers can target net positive PnL via hedging strategies despite low liquidity and high transaction costs.