Avellaneda-Stoikov and Cartea-Jaimungal as One Framework: A Forced Uniqueness Theorem for Inventory Market Making

Fuente: arXiv

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Bibliographic Details
Main Author:	Feys, Frank M. V.
Format:	Preprint
Published:	2026
Subjects:	Mathematical Finance Risk Management Trading and Market Microstructure 91B16, 91G70, 91G10, 91G80, 60H30, 93E20, 49L20
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2606.01477