Derives a pro-cyclical optimal dynamic fee for AMM LPs via ergodic control that is independent of wealth and risk aversion and improves growth rate over static fees.
arXiv preprint arXiv:2505.05113 (2025)
2 Pith papers cite this work. Polarity classification is still indexing.
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2026 2verdicts
UNVERDICTED 2representative citing papers
A new discrete-time AMM model with diffusive plus jump price processes shows CEX-DEX arbitrage requires volumes comparable to major liquidity pools and produces profits on the scale of total MEV.
citing papers explorer
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Optimal Dynamic Fees for Automated Market Makers: A Stochastic Control Approach to Loss-Versus-Rebalancing
Derives a pro-cyclical optimal dynamic fee for AMM LPs via ergodic control that is independent of wealth and risk aversion and improves growth rate over static fees.
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Where Does MEV Really Come From? Revisiting CEXDEX Arbitrage on Ethereum
A new discrete-time AMM model with diffusive plus jump price processes shows CEX-DEX arbitrage requires volumes comparable to major liquidity pools and produces profits on the scale of total MEV.