Hawkes-Driven OTC Market Making: Volterra–Riccati Approximation

By Alexander Barzykin

Published 2026-08-27

Everscope rating

1907.8

Relevance to quantitative trading

9 / 10

Implementation complexity

8 / 10

Reproducibility

3 / 5

About this paper

Methodology: Volterra–Riccati Approximation Hierarchy. Problem types: Market Making, Optimization, Risk Management, Stochastic Optimal Control, Path-Dependent Control, Point Process Modeling.

arXiv:2608.02002 · Paper rankings

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