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Optimal Routing for Constant Function Market Makers

Guillermo Angeris, Alex Evans, Tarun Chitra, Stephen P. Boyd. Optimal Routing for Constant Function Market Makers. In David M. Pennock, Ilya Segal, Sven Seuken, editors, EC '22: The 23rd ACM Conference on Economics and Computation, Boulder, CO, USA, July 11 - 15, 2022. pages 115-128, ACM, 2022. [doi]

Authors

Guillermo Angeris

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Alex Evans

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Tarun Chitra

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Stephen P. Boyd

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