Fayçal Drissi|Faycal Drissi

Fayçal Drissi|Faycal Drissi

University of Oxford - Oxford / United Kingdom
Business & Management / Marketing
AD Scientific Index ID: 5953266
person_outline Fayçal Drissi|Faycal Drissi's MOST POPULAR ARTICLES
1-) Decentralised finance and automated market making: Predictable loss and optimal liquidity provisionÁ Cartea, F Drissi, M MongaarXiv preprint arXiv:2309.08431, 2023312023
2-) Decentralised finance and automated market making: Execution and speculationÁ Cartea, F Drissi, M MongaarXiv preprint arXiv:2307.03499, 2023
3-) Multi-asset Optimal Execution and Statistical Arbitrage Strategies under Ornstein--Uhlenbeck DynamicsP Bergault, F Drissi, O GuéantSIAM Journal on Financial Mathematics 13 (1), 353-390, 2022
4-) Predictable losses of liquidity provision in constant function markets and concentrated liquidity marketsÁ Cartea, F Drissi, M MongaApplied Mathematical Finance, 30(2), 69-93, 2023
5-) Strategic bonding curves in automated market makersÁ Cartea, F Drissi, L Sánchez-Betancourt, D Siska, L SzpruchAvailable at SSRN 5018420, 202416*2024