📡 RSS: Optimal Adaptive Market Making: A Theoretical Framework for High-Yield Liquidity Provision in Perpetual Futures Markets — arXiv:2607.11888v1 Announce Type: new Abstract: We develop a rigorous theoretical framework for optimal market making in perpetual futures markets with zero maker fees. We model the market maker's problem as a stochastic optimal control problem on a filtered probability space, where the controls ar

Created: 7/15/2026, 5:03:19 AM · Connections: 0