Skip to main content
Module approximations
solver
0.1.0
Module approximations
Module Items
Structs
In solver::
analytical::
market_
impact
solver
::
analytical
::
market_impact
Module
approximations
Copy item path
Source
Structs
ยง
Avellaneda
Impact
Approx
The asymptotic approximation for the Avellaneda-Stoikov model with Market Impact.