Follow
Marcello Monga
Marcello Monga
PhD student, Oxford University
Verified email at maths.ox.ac.uk
Title
Cited by
Cited by
Year
Decentralised finance and automated market making: Predictable loss and optimal liquidity provision
Á Cartea, F Drissi, M Monga
arXiv preprint arXiv:2309.08431, 2023
262023
Decentralised finance and automated market making: Execution and speculation
Á Cartea, F Drissi, M Monga
arXiv preprint arXiv:2307.03499, 2023
182023
Execution and statistical arbitrage with signals in multiple automated market makers
Á Cartea, F Drissi, M Monga
2023 IEEE 43rd International Conference on Distributed Computing Systems …, 2023
82023
Predictable losses of liquidity provision in constant function markets and concentrated liquidity markets
Á Cartea, F Drissi, M Monga
Applied Mathematical Finance 30 (2), 69-93, 2023
52023
The system can't perform the operation now. Try again later.
Articles 1–4