A funding-aware HJB model for perpetual DEX market making improves simulated ETH/BTC performance and reduces inventory risk versus classical Avellaneda-Stoikov.
Fundamentals of perpetual futures
2 Pith papers cite this work. Polarity classification is still indexing.
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2026 2verdicts
UNVERDICTED 2representative citing papers
This work derives risk-constrained static and asymmetric dynamic collateral control rules for DeFi spot-perpetual basis trading, validated via Monte Carlo simulations and historical backtests showing dependence on funding environments.
citing papers explorer
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Funding-Aware Optimal Market Making for Perpetual DEXs
A funding-aware HJB model for perpetual DEX market making improves simulated ETH/BTC performance and reduces inventory risk versus classical Avellaneda-Stoikov.
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Dynamic Collateral Control for Permissionless Spot Perpetual Basis Trading
This work derives risk-constrained static and asymmetric dynamic collateral control rules for DeFi spot-perpetual basis trading, validated via Monte Carlo simulations and historical backtests showing dependence on funding environments.