Inefficiency of CFMs: hedging perspective and agent-based simulations
Cohen, S Vidales, M Šiška, D Szpruch, Ł (08 Feb 2023) doi:10.48550/arxiv.2302.04345
Automated Market Makers Designs Beyond Constant Functions
Cartea, Á Drissi, F Sánchez-Betancourt, L Siska, D Szpruch, L doi:10.2139/ssrn.4459177
The Paradox of Adversarial Liquidation in Decentralised Lending
Cohen, S Sabate-Vidales, M Szpruch, L Delaunay, M doi:10.2139/ssrn.4540333
The Economics of Interest Rate Models in Decentralised Lending Protocols
Cohen, S Sánchez-Betancourt, L Szpruch, L doi:10.2139/ssrn.4638390
Terence Tao: “Higher Order Fourier Analysis”
Sanders, T Jahresbericht der Deutschen Mathematiker-Vereinigung volume 115 issue 3-4 207-209 (26 Jan 2014) doi:10.1365/s13291-013-0075-1
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