A new AMM model uses nested Ornstein-Uhlenbeck dynamics with filtering to quote stablecoin and liquid-staking token pairs, and beat geometric Brownian motion-based AMMs in simulation.
Stablecoins: risks, potential and regulation
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
q-fin.TR 1years
2024 1verdicts
CONDITIONAL 1representative citing papers
citing papers explorer
-
Automated Market Making: the case of Pegged Assets
A new AMM model uses nested Ornstein-Uhlenbeck dynamics with filtering to quote stablecoin and liquid-staking token pairs, and beat geometric Brownian motion-based AMMs in simulation.