Concave Continuation: Linking Routing to Arbitrage
Fuente:
arXiv
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| Auteurs principaux: | , |
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| Format: | Preprint |
| Publié: |
2026
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| _version_ | 1866913001411444736 |
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| author | Jiang, Ruichao Wen, Long |
| author_facet | Jiang, Ruichao Wen, Long |
| contents | We extend AMM trade functions to negative inputs via the \textit{concave continuation}, derived from the invariance of the local conservation law under allocation direction flips. This unifies routing and arbitrage into a single problem. We extend the one-hop transfer algorithm proposed in \cite{jiang} to this setting. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2604_02909 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | Concave Continuation: Linking Routing to Arbitrage Jiang, Ruichao Wen, Long Optimization and Control Trading and Market Microstructure We extend AMM trade functions to negative inputs via the \textit{concave continuation}, derived from the invariance of the local conservation law under allocation direction flips. This unifies routing and arbitrage into a single problem. We extend the one-hop transfer algorithm proposed in \cite{jiang} to this setting. |
| title | Concave Continuation: Linking Routing to Arbitrage |
| topic | Optimization and Control Trading and Market Microstructure |
| url | https://arxiv.org/abs/2604.02909 |