{"title":"恒定的产品市场预言器安全吗?","authors":"Joseph Clark","doi":"10.2139/ssrn.3538932","DOIUrl":null,"url":null,"abstract":"We derive bounds for profitable manipulation of a constant product market used as a reference provider (oracle) for a margin position. Such bounds exist in terms of limits imposed on deposits the constant product market and the margin position, and depend on the elasticity of the underlying spot market.","PeriodicalId":18516,"journal":{"name":"Microeconomics: Production","volume":"138 1","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2020-03-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":"{\"title\":\"Are Constant Product Market Oracles Safe?\",\"authors\":\"Joseph Clark\",\"doi\":\"10.2139/ssrn.3538932\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"We derive bounds for profitable manipulation of a constant product market used as a reference provider (oracle) for a margin position. Such bounds exist in terms of limits imposed on deposits the constant product market and the margin position, and depend on the elasticity of the underlying spot market.\",\"PeriodicalId\":18516,\"journal\":{\"name\":\"Microeconomics: Production\",\"volume\":\"138 1\",\"pages\":\"\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2020-03-05\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"1\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Microeconomics: Production\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.2139/ssrn.3538932\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Microeconomics: Production","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.2139/ssrn.3538932","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
We derive bounds for profitable manipulation of a constant product market used as a reference provider (oracle) for a margin position. Such bounds exist in terms of limits imposed on deposits the constant product market and the margin position, and depend on the elasticity of the underlying spot market.
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