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Chasing Price Drains Liquidity

Ruichao Jiang, Long Wen, Yizhou Cao, Yepeng Ding. Chasing Price Drains Liquidity. In Stefanos Leonardos, Amir Kafshdar Goharshady, William Knottenbelt, Panos M. Pardalos, editors, Mathematical Research for Blockchain Economy: 6th International Conference, MARBLE 2025, Athens, Greece, July 1-3, 2025. Lecture Notes in Operations Research, pages 304-320, Springer, 2025. [doi]

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