A funding-aware HJB model for perpetual DEX market making improves simulated ETH/BTC performance and reduces inventory risk versus classical Avellaneda-Stoikov.
Replicating market makers
2 Pith papers cite this work. Polarity classification is still indexing.
2
Pith papers citing it
years
2026 2verdicts
UNVERDICTED 2representative citing papers
Blockchain markets with discrete clearing and paid priority fees experience endogenous trader selection that biases prices, impairs liquidity, and risks market shutdown as competition rises.
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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The Viability of Blockchain Markets under Discrete Clearing and Paid Priority
Blockchain markets with discrete clearing and paid priority fees experience endogenous trader selection that biases prices, impairs liquidity, and risks market shutdown as competition rises.