Author

Leandro Sánchez-Betancourt

h-index 11 View on Semantic Scholar

We have 3 of 50 papers

We haven’t gathered this author’s papers yet. Follow them and we’ll fetch their work.

Not the right person? Other researchers publish under this name.

Preprint Sep 2026

When Hedging Changes the Payoff: Option Replication with Price Impact and Execution Costs

Hedging a derivative by trading the underlying asset changes the payoff that the hedging intended to replicate. We study this phenomenon when trading generates price impact and execution costs. In a binomial model, we characterize replication through a fixed-point equation. In continuous time, we derive a nonlinear pri...

D. Itkin, Leandro Sánchez-Betancourt · 0 citations

#artificial intelligence Preprint Sep 2026

SAiFE-gym: Model-based Environments for Automated Market Making with Concentrated Liquidity

SAiFE_gym, a Python module that provides a collection of simulation environments for studying trading problems in Constant Product Markets (CPMs) with Concentrated Liquidity (CL), decompose the microstructure of CPMs with CL in interactive components that allow researchers and practitioners to capture various economic...

Georgios Chionas, Charalampos Kleitsikas, Stefanos Leonardos et al. · 0 citations

Preprint Aug 2026

Concentrated Liquidity Provision: a Reinforcement Learning Perspective

Automated market makers (AMMs) are a cornerstone of decentralised finance (DeFi). Constant product markets with concentrated liquidity, such as UniswapV3, are now a well-established design. In these markets, liquidity providers (LPs) face a sequential decision problem: they must decide when to rebalance their positions...

Georgios Chionas, Charalampos Kleitsikas, Stefanos Leonardos et al. · 0 citations