2 papers
math.OC2026
Optimal Routing across Constant Function Market Makers with Gas Fees
Carlos Escudero, Felipe Lara, Miguel Sama
We study the optimal routing problem in decentralized exchanges built on Constant Function Market Makers when trades can be split across multiple heterogeneous pools and execution…
math.OC2025
Optimal investment with insider information using Skorokhod & Russo-Vallois integration
Mauricio Elizalde, Carlos Escudero, Tomoyuki Ichiba
We study the maximization of the logarithmic utility for an insider with different anticipating techniques. Our aim is to compare the utilization of Russo-Vallois forward and Skoro…