Inefficiency of CFMs: Hedging Perspective and Agent-Based Simulations

Samuel N. Cohen, Marc Sabate Vidales, David Siska, Lukasz Szpruch. Inefficiency of CFMs: Hedging Perspective and Agent-Based Simulations. In Aleksander Essex, Shin'ichiro Matsuo, Oksana Kulyk, Lewis Gudgeon, Ariah Klages-Mundt, Daniel Perez, Sam Werner, Andrea Bracciali, Geoff Goodell, editors, Financial Cryptography and Data Security. FC 2023 International Workshops - Voting, CoDecFin, DeFi, WTSC, Bol, Brač, Croatia, May 5, 2023, Revised Selected Papers. Volume 13953 of Lecture Notes in Computer Science, pages 303-319, Springer, 2023. [doi]

Abstract

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