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]

@inproceedings{AngerisECB22,
  title = {Optimal Routing for Constant Function Market Makers},
  author = {Guillermo Angeris and Alex Evans and Tarun Chitra and Stephen P. Boyd},
  year = {2022},
  doi = {10.1145/3490486.3538336},
  url = {https://doi.org/10.1145/3490486.3538336},
  researchr = {https://researchr.org/publication/AngerisECB22},
  cites = {0},
  citedby = {0},
  pages = {115-128},
  booktitle = {EC '22: The 23rd ACM Conference on Economics and Computation, Boulder, CO, USA, July 11 - 15, 2022},
  editor = {David M. Pennock and Ilya Segal and Sven Seuken},
  publisher = {ACM},
  isbn = {978-1-4503-9150-4},
}