Skip to main content
Module exact
solver
0.1.0
Module exact
Module Items
Structs
In solver::
analytical::
avellaneda
solver
::
analytical
::
avellaneda
Module
exact
Copy item path
Source
Structs
ยง
Avellaneda
Exact
The exact analytical solution for the Avellaneda-Stoikov model using the spectral method. Solves the system of ODEs for theta(t, q).