Optimal Dynamic Fees for Automated Market Makers: A Stochastic Control Approach to Loss-Versus-Rebalancing

By Farbod Ghasemlu

Published 2026-06-19

Everscope rating

2018.3

Relevance to quantitative trading

8 / 10

Implementation complexity

6 / 10

Reproducibility

3 / 5

About this paper

Methodology: Ergodic Stochastic Control with HJB Equations. Problem types: Market Making, Optimization, Portfolio Optimization, Risk Management.

arXiv:2606.21769 · Paper rankings

Open the interactive Everscope explorer for full analysis, charts, and paper battles.