Paper Citation Record · LEDGER

Hawkes-Driven OTC Market Making: Volterra-Riccati Approximation

As of 14 August 2026, this Paper Citation Record lists 30 of 30 outbound references and 0 inbound Pith citation observations for arXiv:2608.02002.

A citation records a reference. It does not transfer a finding from one paper to another.

pith.paper-citation-record.v1
2608.02002 v1

Coverage vector

measured 30 of 30 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links, observed 2026-08-04T17:00:27.748977Z

measured 30 of 30 standing notices

One-hop event checks from named stored sources.

Source: scholarly_work_events, retraction_status_cache, observed 2026-08-14T06:32:32.682623+00:00

measured 0 of 0 inbound itemization

Pith citing papers itemized under the disclosed page cap.

Source: paper_references, paper_reference_links

measured 0 of 1 external citation measurements

A source-named dated measurement, never combined with another source.

Source: cited_works

Reference resolution

30 of 30 outbound references displayed

verified exact0
verified fuzzy0
unresolved30
parse uncertain0
malformed identifier0
metadata mismatch0

External citation measurements

No source-named external measurement is stored.

Outbound references

Observation 7cc3f7be-5f32-4599-9ec3-3d036538d4cc · outbound

This paper cites Annals of Applied Probability, 2021, 31 (5), 2244--2274.

Hawkes-Driven OTC Market Making: Volterra-Riccati Approximation Annals of Applied Probability, 2021, 31 (5), 2244--2274

Reference 1

Resolution: unresolved; no resolver link, observed 2026-08-04T17:00:25.393432Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation e863d4f0-5327-4bc9-bdaf-4d9ecd946d31 · outbound

This paper cites and Neuman, E., Optimal liquidation with signals: the general propagator case.

Hawkes-Driven OTC Market Making: Volterra-Riccati Approximation and Neuman, E., Optimal liquidation with signals: the general propagator case

Reference 2

Resolution: unresolved; no resolver link, observed 2026-08-04T17:00:25.456235Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 5c9ad15f-7dc1-4731-9c81-23b287abe642 · outbound

This paper cites and Samuel N.

Hawkes-Driven OTC Market Making: Volterra-Riccati Approximation and Samuel N

Reference 3

Resolution: unresolved; no resolver link, observed 2026-08-04T17:00:25.512981Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation a8c2a0a6-cf7a-464d-b97e-24ca601cadfc · outbound

This paper cites and Blanc, P., Dynamic optimal execution in a mixed-market-impact Hawkes price model.

Hawkes-Driven OTC Market Making: Volterra-Riccati Approximation and Blanc, P., Dynamic optimal execution in a mixed-market-impact Hawkes price model

Reference 4

Resolution: unresolved; no resolver link, observed 2026-08-04T17:00:25.564107Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 0af33924-fa98-4e7b-8711-d7d7511bef87 · outbound

This paper cites and Stoikov, S., High-frequency trading in a limit order book.

Hawkes-Driven OTC Market Making: Volterra-Riccati Approximation and Stoikov, S., High-frequency trading in a limit order book

Reference 5

Resolution: unresolved; no resolver link, observed 2026-08-04T17:00:25.625866Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation eb49aff9-7d9b-4e72-bff3-7a84d9406ead · outbound

This paper cites Market Microstructure and Liquidity, 2015, 1 (1), 1550005.

Hawkes-Driven OTC Market Making: Volterra-Riccati Approximation Market Microstructure and Liquidity, 2015, 1 (1), 1550005

Reference 6

Resolution: unresolved; no resolver link, observed 2026-08-04T17:00:25.682713Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation d10eed6a-de32-410f-a1e4-0a11ee8f250f · outbound

This paper cites and Keller, C., Non-local Hamilton-Jacobi-Bellman equations for the stochastic optimal control of path-dependent piecewise deterministic processes.

Hawkes-Driven OTC Market Making: Volterra-Riccati Approximation and Keller, C., Non-local Hamilton-Jacobi-Bellman equations for the stochastic optimal control of path-dependent piecewise deterministic processes

Reference 7

Resolution: unresolved; no resolver link, observed 2026-08-04T17:00:25.738283Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 85294a36-8cba-47e7-a36b-4561218e8f41 · outbound

This paper cites SIAM Journal on Control and Optimization, 2025, 63 (5), 3189--3218.

Hawkes-Driven OTC Market Making: Volterra-Riccati Approximation SIAM Journal on Control and Optimization, 2025, 63 (5), 3189--3218

Reference 8

Resolution: unresolved; no resolver link, observed 2026-08-04T17:00:25.820732Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 5aca5b6c-b51b-47d5-a4c3-8c6c4d9b466c · outbound

This paper cites Market Making and Transient Impact in Spot FX.

Hawkes-Driven OTC Market Making: Volterra-Riccati Approximation Market Making and Transient Impact in Spot FX

Reference 9

Resolution: unresolved; no resolver link, observed 2026-08-04T17:00:25.886098Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 1bef7917-4cbe-40c1-a0ca-551ff847309f · outbound

This paper cites and Vieira, D., Closed-form approximations in multi-asset market making.

Hawkes-Driven OTC Market Making: Volterra-Riccati Approximation and Vieira, D., Closed-form approximations in multi-asset market making

Reference 10

Resolution: unresolved; no resolver link, observed 2026-08-04T17:00:25.969003Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation e506c4f0-4180-4856-b750-54f4f454936d · outbound

This paper cites Liquidity Dynamics in RFQ Markets and Impact on Pricing.

Hawkes-Driven OTC Market Making: Volterra-Riccati Approximation Liquidity Dynamics in RFQ Markets and Impact on Pricing

Reference 11

Resolution: unresolved; no resolver link, observed 2026-08-04T17:00:26.051101Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 853d58ae-f04c-4e8a-a33e-b1c787c55865 · outbound

This paper cites Price-Aware Automated Market Makers: Models Beyond Brownian Prices and Static Liquidity.

Hawkes-Driven OTC Market Making: Volterra-Riccati Approximation Price-Aware Automated Market Makers: Models Beyond Brownian Prices and Static Liquidity

Reference 12

Resolution: unresolved; no resolver link, observed 2026-08-04T17:00:26.104568Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 3fb93aab-8d4f-4631-81b6-870ee2c03d8a · outbound

This paper cites and Penalva, J., Algorithmic and High Frequency Trading , 2015 (Cambridge University Press: Cambridge, United Kingdom).

Hawkes-Driven OTC Market Making: Volterra-Riccati Approximation and Penalva, J., Algorithmic and High Frequency Trading , 2015 (Cambridge University Press: Cambridge, United Kingdom)

Reference 13

Resolution: unresolved; no resolver link, observed 2026-08-04T17:00:26.162696Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 82f718e4-6a9c-4021-b30c-b9d291262312 · outbound

This paper cites SIAM Review, 2018, 60 (3), 673--703.

Hawkes-Driven OTC Market Making: Volterra-Riccati Approximation SIAM Review, 2018, 60 (3), 673--703

Reference 14

Resolution: unresolved; no resolver link, observed 2026-08-04T17:00:26.226344Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation f1ff8b48-2777-4845-84e3-963f2e34d43d · outbound

This paper cites Price impact without order book: A study of the OTC credit index market.

Hawkes-Driven OTC Market Making: Volterra-Riccati Approximation Price impact without order book: A study of the OTC credit index market

Reference 15

Resolution: unresolved; no resolver link, observed 2026-08-04T17:00:26.281939Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 0c7af63d-2a58-4e64-931d-c3834b744108 · outbound

This paper cites an unresolved cited work.

Hawkes-Driven OTC Market Making: Volterra-Riccati Approximation Unresolved cited work

Reference 16

Resolution: unresolved; no resolver link, observed 2026-08-04T17:00:26.341067Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 07324eb7-e9d9-4761-8469-836b2db781ed · outbound

This paper cites and Fernandez-Tapia, J., Dealing with the inventory risk: a solution to the market making problem.

Hawkes-Driven OTC Market Making: Volterra-Riccati Approximation and Fernandez-Tapia, J., Dealing with the inventory risk: a solution to the market making problem

Reference 17

Resolution: unresolved; no resolver link, observed 2026-08-04T17:00:26.424512Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 5d5993c2-2463-44a4-80ce-0a676074382b · outbound

This paper cites J., Bercot, N., and Bouchaud, J.-P., Critical reflexivity in financial markets: a Hawkes process analysis.

Hawkes-Driven OTC Market Making: Volterra-Riccati Approximation J., Bercot, N., and Bouchaud, J.-P., Critical reflexivity in financial markets: a Hawkes process analysis

Reference 18

Resolution: unresolved; no resolver link, observed 2026-08-04T17:00:26.501547Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation e57179d7-2912-4539-8daa-14a85c3cc4fa · outbound

This paper cites and R\'eveillac, A., On the chaotic expansion for counting processes.

Hawkes-Driven OTC Market Making: Volterra-Riccati Approximation and R\'eveillac, A., On the chaotic expansion for counting processes

Reference 19

Resolution: unresolved; no resolver link, observed 2026-08-04T17:00:26.605727Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 05104b8e-3656-4be9-b09d-43d7c9e5920a · outbound

This paper cites and Stoll, H.

Hawkes-Driven OTC Market Making: Volterra-Riccati Approximation and Stoll, H

Reference 20

Resolution: unresolved; no resolver link, observed 2026-08-04T17:00:26.709688Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 9e859418-84ba-4355-8f99-0c5f1ac7fbff · outbound

This paper cites arXiv:2510.26438, 2025.

Hawkes-Driven OTC Market Making: Volterra-Riccati Approximation arXiv:2510.26438, 2025

Reference 21

Resolution: unresolved; no resolver link, observed 2026-08-04T17:00:26.787280Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation f328b86c-9560-4b20-bda3-5cb12844397d · outbound

This paper cites Quantitative Finance, 2015, 15 (7), 1123--1135.

Hawkes-Driven OTC Market Making: Volterra-Riccati Approximation Quantitative Finance, 2015, 15 (7), 1123--1135

Reference 22

Resolution: unresolved; no resolver link, observed 2026-08-04T17:00:26.821958Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 5b9ece11-8dc0-4ff9-9d60-a8b5073d935b · outbound

This paper cites and Rosenbaum, M., Limit theorems for nearly unstable Hawkes processes.

Hawkes-Driven OTC Market Making: Volterra-Riccati Approximation and Rosenbaum, M., Limit theorems for nearly unstable Hawkes processes

Reference 23

Resolution: unresolved; no resolver link, observed 2026-08-04T17:00:26.889679Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation e64a4ae0-6872-49ec-acd2-630cecf96a2b · outbound

This paper cites SIAM Journal on Financial Mathematics, 2021, 12 (3), 1150--1200.

Hawkes-Driven OTC Market Making: Volterra-Riccati Approximation SIAM Journal on Financial Mathematics, 2021, 12 (3), 1150--1200

Reference 24

Resolution: unresolved; no resolver link, observed 2026-08-04T17:00:26.916521Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 2b39a669-d734-4861-8b90-b67edd4d540d · outbound

This paper cites and Rosenbaum, M., No-arbitrage implies power-law market impact and rough volatility.

Hawkes-Driven OTC Market Making: Volterra-Riccati Approximation and Rosenbaum, M., No-arbitrage implies power-law market impact and rough volatility

Reference 25

Resolution: unresolved; no resolver link, observed 2026-08-04T17:00:26.967482Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 7d6eb839-064d-49b7-b877-fe334c76013d · outbound

This paper cites Journal of Banking and Financial Technology, 2024, 8 (1), 11--28.

Hawkes-Driven OTC Market Making: Volterra-Riccati Approximation Journal of Banking and Financial Technology, 2024, 8 (1), 11--28

Reference 26

Resolution: unresolved; no resolver link, observed 2026-08-04T17:00:27.124585Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 5e50810a-7772-4985-9611-c3a739fdc0b0 · outbound

This paper cites and Challet, D., The limits of statistical significance of Hawkes processes fitted to financial data.

Hawkes-Driven OTC Market Making: Volterra-Riccati Approximation and Challet, D., The limits of statistical significance of Hawkes processes fitted to financial data

Reference 27

Resolution: unresolved; no resolver link, observed 2026-08-04T17:00:27.277633Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 9350779d-0715-49bb-a8f6-bacb3d976250 · outbound

This paper cites Journal of Financial Markets, 2007, 10 (1), 1--25.

Hawkes-Driven OTC Market Making: Volterra-Riccati Approximation Journal of Financial Markets, 2007, 10 (1), 1--25

Reference 28

Resolution: unresolved; no resolver link, observed 2026-08-04T17:00:27.433513Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 1cd4cbea-783c-4a66-b548-c40ddee3b6ab · outbound

This paper cites and Tse, A.

Hawkes-Driven OTC Market Making: Volterra-Riccati Approximation and Tse, A

Reference 29

Resolution: unresolved; no resolver link, observed 2026-08-04T17:00:27.572344Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 08e2fd74-baf2-43fd-bda1-bd0399e70fe8 · outbound

This paper cites arXiv:2601.23172, 2026.

Hawkes-Driven OTC Market Making: Volterra-Riccati Approximation arXiv:2601.23172, 2026

Reference 30

Resolution: unresolved; no resolver link, observed 2026-08-04T17:00:27.748977Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Pith citing papers

No inbound Pith citation observations are available.