Search Results for author: Elisabeth A. Duijnstee

Found 1 papers, 0 papers with code

Generalizing Impermanent Loss on Decentralized Exchanges with Constant Function Market Makers

no code implementations17 Jan 2023 Rohan Tangri, Peter Yatsyshin, Elisabeth A. Duijnstee, Danilo Mandic

To this end, we provide a framework to generalize impermanent loss for multiple asset pools obeying any constant function market maker with optional concentrated liquidity.

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