Option market making with hedging-induced market impact

By Paulin Aubert, Etienne Chevalier, Vathana Ly Vath

Published 2026-04-30

Everscope rating

1803.2

Relevance to quantitative trading

9 / 10

Implementation complexity

8 / 10

Reproducibility

3 / 5

About this paper

Methodology: Neural Policy Optimization with Mixed Stochastic Control. Problem types: Market Making, Algorithmic Execution, Optimization, Risk Management, Portfolio Optimization.

arXiv:2511.02518 · Paper rankings

Open the interactive Everscope explorer for full analysis, charts, and paper battles.