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1. Looking into informal currency markets as Limit Order Books: impact of market makers
   2025/03/05 by Figal, Alejandro García, Castellanos, Alejandro Lage, Mulet, Roberto · 1 citation
   #91B24 #91B26 #FOS: Economics and business #Trading and Market Microstructure (q-fin.TR)
2. A General Framework for Impermanent Loss in Automated Market Makers
   2022/03/21 by Tiruviluamala, Neelesh, Port, Alexander, Lewis, Erik · 1 citation
   #91B26 #FOS: Economics and business #Trading and Market Microstructure (q-fin.TR)
3. Multiple Randomization Designs: Estimation and Inference with Interference
   2021/12/27 by Masoero, Lorenzo, Vijaykumar, Suhas, Richardson, Thomas +5 · 2 citations
   #62B15 (Primary) 91B82 #91B26 #91B80 #91C20 #91C20 (Secondary) #Econometrics (econ.EM) #FOS: Computer and information sciences #FOS: Economics and business #FOS: Mathematics #G.3 #I.2.6 #J.4 #Methodology (stat.ME) #Social and Information Networks (cs.SI) #Statistics Theory (math.ST)
4. Transaction Fees on a Honeymoon: Ethereum's EIP-1559 One Month Later
   2021/10/10 by Reijsbergen, Daniël, Sridhar, Shyam, Monnot, Barnabé +3 · 1 citation
   #91-10 #91A80 #91B26 #Computer Science and Game Theory (cs.GT) #Dynamical Systems (math.DS) #FOS: Computer and information sciences #FOS: Mathematics #Multiagent Systems (cs.MA) #Social and Information Networks (cs.SI)
5. Dynamical Analysis of the EIP-1559 Ethereum Fee Market
   2021/02/21 by Leonardos, Stefanos, Monnot, Barnabé, Reijsbergen, Daniël +2 · 2 citations
   #91-10 #91A80 #91B26 #Computer Science and Game Theory (cs.GT) #Cryptography and Security (cs.CR) #Dynamical Systems (math.DS) #FOS: Computer and information sciences #FOS: Mathematics
6. Equilibrium Learning in Combinatorial Auctions: Computing Approximate Bayesian Nash Equilibria via Pseudogradient Dynamics
   2021/01/28 by Heidekrüger, Stefan, Sutterer, Paul, Kohring, Nils +2 · 1 citation
   #91-08 (primary) #91A27 (secondary) #91B26 #Artificial Intelligence (cs.AI) #Computer Science and Game Theory (cs.GT) #FOS: Computer and information sciences
7. Automated Market Makers for Decentralized Finance (DeFi)
   2020/09/03 by Yongge Wang, Wang, Yongge · 3 citations
   Decision Sciences · Economics, Econometrics and Finance · #91B26 #91Bxx #Complex Systems and Time Series Analysis #Computer Science and Game Theory (cs.GT) #Discrete Mathematics (cs.DM) #FOS: Computer and information sciences #FOS: Economics and business #Financial Markets and Investment Strategies #G.2.1 #I.6.3 #J.4 #K.4.4 #Stock Market Forecasting Methods #Trading and Market Microstructure (q-fin.TR)
8. A stochastic partial differential equation model for limit order book\n dynamics
   2019/04/05 by Rama Cont, Cont, Rama, Marvin S. Mueller +1 · 2 citations
   Economics, Econometrics and Finance · #35R60 #60H15 #91B26 #91G80 #Complex Systems and Time Series Analysis #Computational Finance (q-fin.CP) #FOS: Economics and business #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability (math.PR) #Stochastic processes and financial applications #Trading and Market Microstructure (q-fin.TR)
9. Product-Mix Auctions and Tropical Geometry
   2015/05/15 by Tran, Ngoc Mai, Yu, Josephine · 1 citation
   #14T05 #52B20 #91B26 #Combinatorics (math.CO) #Computer Science and Game Theory (cs.GT) #FOS: Computer and information sciences #FOS: Economics and business #FOS: Mathematics #General Economics (econ.GN)
10. Mechanism Design for Crowdsourcing: An Optimal 1-1/e Competitive Budget-Feasible Mechanism for Large Markets
    2014/05/10 by Anari, Nima, Goel, Gagan, Nikzad, Afshin · 1 citation
    #91B26 #Computer Science and Game Theory (cs.GT) #FOS: Computer and information sciences
11. Infinite Systems of Competing Brownian Particles
    2014/03/17 by Sarantsev, Andrey · 1 citation
    #60H10 #60J60 #60J65 #60K35 #91B26 #FOS: Mathematics #Probability (math.PR)
12. Triple and Simultaneous Collisions of Competing Brownian Particles
    2014/01/24 by Sarantsev, Andrey · 1 citation
    #60H10 #60J65 #91B26 #FOS: Mathematics #Primary 60K35 #Probability (math.PR) #secondary 60J60
13. Systems of Brownian particles with asymmetric collisions
    2012/09/30 by Karatzas, Ioannis, Pal, Soumik, Shkolnikov, Mykhaylo · 1 citation
    #60H10 #60K35 #91B26 #Computational Finance (q-fin.CP) #FOS: Economics and business #FOS: Mathematics #Probability (math.PR)