Market microstructure
Liquidation-Aware Market Making in Perpetual Futures: Optimal Quoting under a Self-Exciting Forced-Liquidation Process, and an Empirical Test of Its Premise
Boon Chuan Lim · 2026
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Lim, B. C. (2026). Liquidation-Aware Market Making in Perpetual Futures: Optimal Quoting under a Self-Exciting Forced-Liquidation Process, and an Empirical Test of Its Premise. Working paper. https://doi.org/10.2139/ssrn.6847019
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Public bibliographic metadata checked on 11 October 2026.