A Short Note on Setting Swap Parameters
Mathematical Finance
2023-05-19 v1
Abstract
This short note illustrates the theoretical solution to a trader determining how to optimally swap her wealth into a target asset through on-chain operations. It offers the framework to solve optimal slippage parameters and optimal trade size.
Cite
@article{arxiv.2305.10624,
title = {A Short Note on Setting Swap Parameters},
author = {Nihar Shah and Lucas Baker and Suraj Srinivasan and Alex Toberoff},
journal= {arXiv preprint arXiv:2305.10624},
year = {2023}
}
Comments
3 pages