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Module avellaneda_stoikov
solver
0.1.0
Module avellaneda_
stoikov
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Structs
In solver::
analytical::
avellaneda::
approximations
solver
::
analytical
::
avellaneda
::
approximations
Module
avellaneda_
stoikov
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Structs
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Avellaneda
Stoikov
Approx
The asymptotic approximation (infinite horizon) for the Avellaneda-Stoikov model. Based on the Avellaneda-Stoikov paper (2008) approximation using Taylor expansion.