Avellaneda–Stoikov and Cartea–Jaimungal as One Framework: A Forced Uniqueness Theorem for Inventory Market Making

By Frank M. V. Feys

Published 2026-05-30

Everscope rating

1862.2

Relevance to quantitative trading

9 / 10

Implementation complexity

8 / 10

Reproducibility

4 / 5

About this paper

Methodology: Axiomatic Preference Theory with Dynamic Risk Measure Representation. Problem types: Market Making, Risk Management, Portfolio Optimization, Optimization.

arXiv:2606.01477 · Paper rankings

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