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Liquidity and trading activity on constant function market makers (CFMMs) such as Uniswap, Curve, and Balancer has grown significantly in the second half of 2020.
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Patrick Cheridito, Michael Kupper, and Ludovic Tangpi, Duality formulas for robust pricing and hedging in discrete time , SIAM Journal on Financial Mathematics 8
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2018
Cited alongside, same era.
Joseph Clark, The replicating portfolio of a constant product market , Available at SSRN 3550601 (2020)
2020
Closest in time.
Philip Daian, Steven Goldfeder, Tyler Kell, Yunqi Li, Xueyuan Zhao, Iddo Bentov, Lorenz Breidenbach, and Ari Juels, Flash boys 2.0: Frontrunning in decentralized exchanges, miner extractable value, and consensus instability , 2020 IEEE Symposium on Security and Privacy (SP), 2020, pp. 566–583
2020
Closest in time.
Brady Dale, What is yield farming? , https://www.coindesk.com/defi-yield-farming-comp-token-explained , July 2020
2020
Closest in time.
2020
Closest in time.
Omkar Godbole, Defi flippening comes to exchanges as uniswap topples coinbase in trading volume , https://www.coindesk.com/defi-flippening-uniswap-topples-coinbase-trading-volume , September 2020
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John Jenq and Priscilla Jenq, Order book data structures , Proceedings of the International Conference on Foundations of Computer Science (FCS), The Steering Committee of The World Congress in Computer Science, Computer …, 2018, pp. 49–55
2018
Cited alongside, same era.
Ismael Lemhadri, Market impact in a latent order book , arXiv preprint arXiv:1802.06101 (2018)
2018
Cited alongside, same era.
Hayden Adams, Uniswap birthday blog - v0 , Nov 2019
2019
Cited alongside, same era.
2019
Cited alongside, same era.
Fernando Martinelli and Nikolai Mushegian, Balancer: A non-custodial portfolio manager, liquidity provider, and price sensor , (2019)
2019
Cited alongside, same era.
Guillermo Angeris and Tarun Chitra, Improved price oracles: Constant function market makers , Proceedings of the 2nd ACM Conference on Advances in Financial Technologies (New York, NY, USA), AFT ’20, Association for Computing Machinery, 2020, p. 80–91
2020
Cited alongside, same era.
Jun Aoyagi, Lazy liquidity in automated market making , Available at SSRN 3674178 (2020)
2020
Cited alongside, same era.
2020
Closest in time.
Wanyun Catherine Gu, Anika Raghuvanshi, and Dan Boneh, Empirical measurements on pricing oracles and decentralized governance for stablecoins , Available at SSRN 3611231 (2020)
2020
Closest in time.
jakub, Is yield farming dead? , https://finematics.com/is-yield-farming-dead/ , October 2020
2020
Closest in time.
Alan Lu, Gnosis conditional token automated market maker , https://github.com/gnosis/conditional-tokens-market-makers , March 2020
2020
Closest in time.
Richard K Lyons and Ganesh Viswanath-Natraj, What keeps stablecoins stable? , Tech. report, National Bureau of Economic Research, 2020
2020
Closest in time.
Saniya More, Sushiswap initiates migration of over $800m in liquidity funds from uniswap , https://www.theblockcrypto.com/post/77324/sushiswap-initiates-migration-of-over-800m-in-liquidity-funds-from-uniswap , August 2020
2020
Closest in time.
Justin J Moses, Contract 0xdcb6a51ea3ca5d3fd898fd6564757c7aaec3ca92 (curve rewards) , https://etherscan.io/address/0xdcb6a51ea3ca5d3fd898fd6564757c7aaec3ca92#code , October 2020
2020
Closest in time.
Allan Niemerg, Dan Robinson, and Lev Livnev, Yieldspace: An automated liquidity provider for fixed yield tokens , (2020)
2020
Closest in time.
Martin Tassy and David White, Growth rate of a liquidity provider’s wealth in x y = c xy=c automated market makers , https://math.dartmouth.edu/~mtassy/articles/AMM_returns.pdf , Nov 2020
2020
Closest in time.
Peter Zeitz, Curve vulnerability report , https://medium.com/@peter_4205/curve-vulnerability-report-a1d7630140ec , Oct 2020
2020
Closest in time.