@misc{lim2026_ssrn_6847019,
  author = {Lim, Boon Chuan},
  title = {Liquidation-Aware Market Making in Perpetual Futures: Optimal Quoting under a Self-Exciting Forced-Liquidation Process, and an Empirical Test of Its Premise},
  year = {2026},
  doi = {10.2139/ssrn.6847019},
  url = {https://doi.org/10.2139/ssrn.6847019},
  note = {Working paper / preprint}
}