Conor McMenamin, Vanesa Daza, Bruno Mazorra. An Automated Market Maker Minimizing Loss-Versus-Rebalancing. In Panos M. Pardalos, Ilias S. Kotsireas, William J. Knottenbelt, Stefanos Leonardos, editors, Mathematical Research for Blockchain Economy: 4th International Conference MARBLE 2023, London, United Kingdom, July 11-13, 2023. Lecture Notes in Operations Research, pages 95-114, Springer, 2023. [doi]
Abstract is missing.