ZeroSwap: Data-driven Optimal Market Making in DeFi.

Viraj Nadkarni Jiachen Hu Ranvir Rana Chi Jin Sanjeev R. Kulkarni Pramod Viswanath

Published in: CoRR (2023)

Keyphrases

data driven
optimal solution
dynamic programming
optimal design
risk neutral
real time
worst case
closed form
profit maximizing
market share