Cover Image

Funding-Aware Optimal Market Making for Perpetual DEXs

Fuente: arXiv

Saved in:

Bibliographic Details
Main Author:	Le, Nam Anh
Format:	Preprint
Published:	2026
Subjects:	Mathematical Finance
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Optimal Liquidation of Perpetual Contracts
by: Donnelly, Ryan, et al.
Published: (2026)

Competition between DEXs through Dynamic Fees
by: Baggiani, Leonardo, et al.
Published: (2026)

Macroscopic Market Making
by: Guo, Ivan, et al.
Published: (2023)

Amortizing Perpetual Options
by: Feinstein, Zachary
Published: (2025)

Perpetual Futures Pricing
by: Ackerer, Damien, et al.
Published: (2023)

Designing On-Chain Options: Amortizing Perpetual Options
by: Bichuch, Maxim, et al.
Published: (2026)

Reinforcement Learning in Non-Markov Market-Making
by: Lalor, Luca, et al.
Published: (2024)

Proactive Market Making and Liquidity Analysis for Everlasting Options in DeFi Ecosystems
by: Mohanty, Hardhik, et al.
Published: (2025)

Optimal Design of Automated Market Makers on Decentralized Exchanges
by: He, Xue Dong, et al.
Published: (2024)

Event-Based Limit Order Book Simulation under a Neural Hawkes Process: Application in Market-Making
by: Lalor, Luca, et al.
Published: (2025)

Performative Market Making
by: Kleitsikas, Charalampos, et al.
Published: (2025)

Hedging via Perpetual Derivatives: Trinomial Option Pricing and Implied Parameter Surface Analysis
by: Gnawali, Jagdish, et al.
Published: (2024)

Implicit Numerical Scheme for the Hamilton-Jacobi-Bellman Quasi-Variational Inequality in the Optimal Market-Making Problem with Alpha Signal
by: Meteykin, Alexey
Published: (2025)

Withdrawal Success Optimization in a Pooled Annuity Fund
by: Brown, Hayden
Published: (2024)

Mandatory Disclosure in Oligopolistic Market Making
by: Kim, Seongjin, et al.
Published: (2026)

Efficient Wrong-Way Risk Modelling for Funding Valuation Adjustments
by: van der Zwaard, T., et al.
Published: (2022)

Market Making and Transient Impact in Spot FX
by: Barzykin, Alexander
Published: (2026)

Market Making with Fads, Informed, and Uninformed Traders
by: Barucci, Emilio, et al.
Published: (2025)

Wasserstein Robust Market Making via Entropy Regularization
by: Fang, Zhou, et al.
Published: (2025)

Decentralised Finance and Automated Market Making: Execution and Speculation
by: Cartea, Álvaro, et al.
Published: (2023)

Three-Currency HJM for Brazilian Credit Markets
by: Coelho, Raphael
Published: (2026)

Optimal Trade Characterizations in Multi-Asset Crypto-Financial Markets
by: Escudero, C., et al.
Published: (2024)

Market information of the fractional stochastic regularity model
by: Angelini, Daniele, et al.
Published: (2024)

Distributions of Historic Market Data -- Relaxation and Correlations
by: Moghaddam, M. Dashti, et al.
Published: (2019)

Optimal Dynamic Fees in Automated Market Makers
by: Baggiani, Leonardo, et al.
Published: (2025)

Optimal Routing across Constant Function Market Makers with Gas Fees
by: Escudero, Carlos, et al.
Published: (2026)

Quantitative Geometric Market Structuralism: A Framework for Detecting Structural Endpoints in Financial Markets
by: Kavoosi, Amir
Published: (2025)

Community Bail Fund Systems: Fluid Limits and Approximations
by: Zhang, Yidan, et al.
Published: (2025)

Partially Active Automated Market Makers
by: Ko, Sunghun
Published: (2026)

Rough SABR Forward Market Model
by: Adachi, Reo, et al.
Published: (2025)

Market Viability and Completeness for Multinomial Models
by: Arca, Nahuel I.
Published: (2025)

Decentralized Prediction Markets and Sports Books
by: Hamed Amini, et al.
Published: (2025)

Entropy-Regularized Certainty-Equivalent Bellman Policies for Risk-Sensitive Market Making
by: Zhong, Tenghan
Published: (2026)

Optimal Exit Time for Liquidity Providers in Automated Market Makers
by: Bergault, Philippe, et al.
Published: (2025)

SPX-VIX Risk Computations Via Perturbed Optimal Transport
by: Che, Charlie, et al.
Published: (2026)

Market Reactions to Material Cybersecurity Incident Disclosures
by: Block, Maxwell
Published: (2025)

Macroscopic Market Making Games via Multidimensional Decoupling Field
by: Guo, Ivan, et al.
Published: (2024)

Equilibrium Reward for Liquidity Providers in Automated Market Makers
by: Alif Aqsha, et al.
Published: (2026)

Variance-Hawkes Process and its Application to Energy Markets
by: McGillivray, Joshua, et al.
Published: (2024)

From Volatility to Variance: A Skew-Enhanced SABR Model and Its Empirical Study in the Chinese Financial Options Market
by: Zhang, Wenxuan, et al.
Published: (2026)