FX Market Making with Internal Liquidity

By Alexander Barzykin, Robert Boyce, Eyal Neuman

Published 2025-12-05

Everscope rating

1714.1

Relevance to quantitative trading

9 / 10

Implementation complexity

8 / 10

Reproducibility

3 / 5

About this paper

Methodology: Stochastic Control with Optimal Stopping via HJBQVI. Problem types: Market Making, Algorithmic Execution, Optimization, Risk Management, Stochastic Control, Optimal Stopping.

arXiv:2512.04603 · Paper rankings

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