Introduces a successor-measure adaptation that separates market dynamics from trading objectives inside the Avellaneda-Stoikov HJB framework to enable zero-shot quote adjustment.
Optimal market making.Applied Mathematical Finance, 24(2):112–154
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Zero-shot adaptation to order book dynamics
Introduces a successor-measure adaptation that separates market dynamics from trading objectives inside the Avellaneda-Stoikov HJB framework to enable zero-shot quote adjustment.