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.
Optimal dynamic fees in automated market makers
3 Pith papers cite this work. Polarity classification is still indexing.
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Pith papers citing it
years
2026 3verdicts
UNVERDICTED 3representative citing papers
Fee structures in CPMMs that depend only on the invariant k=xy ensure path independence, enabling a parametric family that achieves zero impermanent loss for specific initial states but not universally.
A model for AMM liquidity pools derives joint revenue bounds for providers and arbitrageurs, estimates blocks until impermanent loss, and gives a lower bound on pool fees to achieve a target probability of impermanent gain within one block.
citing papers explorer
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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.
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Characterizing Path-Independent Fees: A Route to Zero Impermanent Loss in CPMMs
Fee structures in CPMMs that depend only on the invariant k=xy ensure path independence, enabling a parametric family that achieves zero impermanent loss for specific initial states but not universally.
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From Impermanent Loss to Sustainable Gain: Quantifying Profitability Zones for Liquidity Providers on DEX
A model for AMM liquidity pools derives joint revenue bounds for providers and arbitrageurs, estimates blocks until impermanent loss, and gives a lower bound on pool fees to achieve a target probability of impermanent gain within one block.