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Analytical solutions for market making models.
This module contains closed-form solutions or approximations for standard models (e.g. Avellaneda-Stoikov). These can be used for benchmarking numerical solvers or for initialization.
Analytical solutions for market making models.
This module contains closed-form solutions or approximations for standard models (e.g. Avellaneda-Stoikov). These can be used for benchmarking numerical solvers or for initialization.