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Paper Citation Record · LEDGER

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

As of 15 August 2026, this Paper Citation Record lists 50 of 50 outbound references and 1 inbound Pith citation observation for arXiv:2606.01477.

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

pith.paper-citation-record.v1
2606.01477 v3

Coverage vector

measured 50 of 50 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links, observed 2026-06-28T15:38:21.019560Z

measured 51 of 51 standing notices

One-hop event checks from named stored sources.

Source: scholarly_work_events, retraction_status_cache, observed 2026-08-15T06:32:42.880941+00:00

measured 1 of 1 inbound itemization

Pith citing papers itemized under the disclosed page cap.

Source: paper_references, paper_reference_links, observed 2026-06-27T14:00:04.347150Z

measured 0 of 1 external citation measurements

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

Source: pith, observed 2026-07-03T04:17:37.604659Z

Reference resolution

50 of 50 outbound references displayed

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  • verified fuzzy0
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  • metadata mismatch1

External citation measurements

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Outbound references

Observation 68dc5f24-7254-4a11-b06f-ea181fc31b3f · outbound

This paper cites Efficient Market Making via Convex Optimization, and a Connection to Online Learning.

Avellaneda-Stoikov and Cartea-Jaimungal as One Framework: A Forced Uniqueness Theorem for Inventory Market Making Efficient Market Making via Convex Optimization, and a Connection to Online Learning

Reference 1

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source=arxiv_source observed=2026-06-28T15:38:21.019560Z digest=sha256:d8eed377801778d8c9269cfdc90b88d87cd760bd642e53c1e855d7c2f99ee074

Observation eada82ca-9544-4d9c-af10-ccd46229883a · outbound

This paper cites On Risk Measures, Market Making, and Exponential Families.

Avellaneda-Stoikov and Cartea-Jaimungal as One Framework: A Forced Uniqueness Theorem for Inventory Market Making On Risk Measures, Market Making, and Exponential Families

Reference 2

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source=arxiv_source observed=2026-06-28T15:38:21.019560Z digest=sha256:55b54f5fe50df62e00a032fec75431be829e3228aa0e0fc5da05064f821abf44

Observation c5584fa8-71a2-4a5b-a0a0-731e8569813b · outbound

This paper cites Dynamic Risk Measures.

Avellaneda-Stoikov and Cartea-Jaimungal as One Framework: A Forced Uniqueness Theorem for Inventory Market Making Dynamic Risk Measures

Reference 3

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source=arxiv_source observed=2026-06-28T15:38:21.019560Z digest=sha256:ca3c365491d3cada3bb8e5ddceaae7b6e1e4cfc725d33318ef6d36b51d1ae046

Observation 447b39c1-4390-4d4b-8c19-02b51df68aa4 · outbound

This paper cites Optimal Execution of Portfolio Transactions.

Avellaneda-Stoikov and Cartea-Jaimungal as One Framework: A Forced Uniqueness Theorem for Inventory Market Making Optimal Execution of Portfolio Transactions

Reference 4

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source=arxiv_source observed=2026-06-28T15:38:21.019560Z digest=sha256:f81f206f699f07e6ed105193f621cd36f0a01275b2199b13f3f2dee798ba65e5

Observation 0c4701ef-8dc8-4881-beea-233da50f2297 · outbound

This paper cites Order Flow, Transaction Clock, and Normality of Asset Returns.

Avellaneda-Stoikov and Cartea-Jaimungal as One Framework: A Forced Uniqueness Theorem for Inventory Market Making Order Flow, Transaction Clock, and Normality of Asset Returns

Reference 5

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source=arxiv_source observed=2026-06-28T15:38:21.019560Z digest=sha256:506b46a6aaa547f89c911c9a944df883a50cf7b519e4ca74d299d1a7c682d939

Observation 08347915-9ea9-478a-aa64-db2d76531845 · outbound

This paper cites Coherent Measures of Risk.

Avellaneda-Stoikov and Cartea-Jaimungal as One Framework: A Forced Uniqueness Theorem for Inventory Market Making Coherent Measures of Risk

Reference 6

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source=arxiv_source observed=2026-06-28T15:38:21.019560Z digest=sha256:124807274f75ec08c79fb7d2b7f9b252121abd3e126dab2a82fd2a48d961cd89

Observation f3c42749-3c2b-4df4-bdad-0b216fdd0786 · outbound

This paper cites Coherent multiperiod risk adjusted values and Bellman's principle.

Avellaneda-Stoikov and Cartea-Jaimungal as One Framework: A Forced Uniqueness Theorem for Inventory Market Making Coherent multiperiod risk adjusted values and Bellman's principle

Reference 7

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source=arxiv_source observed=2026-06-28T15:38:21.019560Z digest=sha256:31ff49626178e2221a02c09f8b8514a3abc72ecf92c24abf1969a71265045f54

Observation 668270d6-c208-4a6f-a1e8-89ab057966bb · outbound

This paper cites High-frequency trading in a limit order book.

Avellaneda-Stoikov and Cartea-Jaimungal as One Framework: A Forced Uniqueness Theorem for Inventory Market Making High-frequency trading in a limit order book

Reference 8

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source=arxiv_source observed=2026-06-28T15:38:21.019560Z digest=sha256:ffc4a06b0ece90b2480af8ee8129e8780c6165b7d6d7d7559349d0cd6b27b014

Observation e944f057-93ef-4127-9d93-fe1b9cdadf11 · outbound

This paper cites The Nature of Price Returns During Periods of High Market Activity.

Avellaneda-Stoikov and Cartea-Jaimungal as One Framework: A Forced Uniqueness Theorem for Inventory Market Making The Nature of Price Returns During Periods of High Market Activity

Reference 9

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source=arxiv_source observed=2026-06-28T15:38:21.019560Z digest=sha256:517784d7695b99065286dab502971c34c478bdf7dfa4e19a4e00f2559f6771eb

Observation bc84aeab-4935-42f4-9346-4fb7846267a8 · outbound

This paper cites Optimal Quoting under Adverse Selection and Price Reading.

Avellaneda-Stoikov and Cartea-Jaimungal as One Framework: A Forced Uniqueness Theorem for Inventory Market Making Optimal Quoting under Adverse Selection and Price Reading

Reference 10

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source=arxiv_source observed=2026-06-28T15:38:21.019560Z digest=sha256:ba22fd0db8edfd83b9d78076298fcedc54be4205a73fb74bd08b3c0381c8c608

Observation b7ad7f21-823e-4365-bda4-b6813be7f24a · outbound

This paper cites Dynamic Mean-Variance Asset Allocation.

Avellaneda-Stoikov and Cartea-Jaimungal as One Framework: A Forced Uniqueness Theorem for Inventory Market Making Dynamic Mean-Variance Asset Allocation

Reference 11

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source=arxiv_source observed=2026-06-28T15:38:21.019560Z digest=sha256:b8e31d23d98b665d3699bc1d456c878a625f339f64c5a87806bfa69f3254e8e5

Observation bc6bdc66-7bbf-4174-81c5-113c0329480e · outbound

This paper cites Minimum capital requirements for market risk.

Avellaneda-Stoikov and Cartea-Jaimungal as One Framework: A Forced Uniqueness Theorem for Inventory Market Making Minimum capital requirements for market risk

Reference 12

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source=arxiv_source observed=2026-06-28T15:38:21.019560Z digest=sha256:718e075fdc2445d745a56556adec2b258944a1b3f59e382d0a817cebabf733c5

Observation a72ab7ad-bc75-4c60-855a-9f3bae8a91b8 · outbound

This paper cites Time consistent dynamic risk processes.

Avellaneda-Stoikov and Cartea-Jaimungal as One Framework: A Forced Uniqueness Theorem for Inventory Market Making Time consistent dynamic risk processes

Reference 13

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source=arxiv_source observed=2026-06-28T15:38:21.019560Z digest=sha256:7033e9693b194b2dbcfbd15e240daa87e3a53acd295f67367860054f80e7f245

Observation b6d9a8e6-8828-4b87-92bc-55151c950ab7 · outbound

This paper cites A theory of Markovian time-inconsistent stochastic control in discrete time.

Avellaneda-Stoikov and Cartea-Jaimungal as One Framework: A Forced Uniqueness Theorem for Inventory Market Making A theory of Markovian time-inconsistent stochastic control in discrete time

Reference 14

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source=arxiv_source observed=2026-06-28T15:38:21.019560Z digest=sha256:64e59da7d80a9634983933175dc0a16a94f215a1300f17f03b3cd2cb142d2feb

Observation e6f9d5bd-076b-4aec-a7b3-e277aa57d797 · outbound

This paper cites Point Processes and Queues: Martingale Dynamics.

Avellaneda-Stoikov and Cartea-Jaimungal as One Framework: A Forced Uniqueness Theorem for Inventory Market Making Point Processes and Queues: Martingale Dynamics

Reference 15

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source=arxiv_source observed=2026-06-28T15:38:21.019560Z digest=sha256:9534da27733274d80200d23e4da8b673dbac0bf0b413e1782abd8ffeb9639ba8

Observation 2b76064d-836f-4d45-8aee-615f9e469e95 · outbound

This paper cites Time-changed L\'evy processes and option pricing.

Avellaneda-Stoikov and Cartea-Jaimungal as One Framework: A Forced Uniqueness Theorem for Inventory Market Making Time-changed L\'evy processes and option pricing

Reference 16

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source=arxiv_source observed=2026-06-28T15:38:21.019560Z digest=sha256:e2c65a75c09ad0e58ff57f6af1afc33e2e215e64ed2c3ad33fb113dbd47bcf44

Observation 422568a3-3721-46ed-9cac-137a5e1a3bbc · outbound

This paper cites Risk Metrics and Fine Tuning of High-Frequency Trading Strategies.

Avellaneda-Stoikov and Cartea-Jaimungal as One Framework: A Forced Uniqueness Theorem for Inventory Market Making Risk Metrics and Fine Tuning of High-Frequency Trading Strategies

Reference 17

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source=arxiv_source observed=2026-06-28T15:38:21.019560Z digest=sha256:8889e02cd07c39bb53d2f8ef3495df19d714eb2f05d6f200e76cdb1ac63e8ba4

Observation b1c7a910-d12d-442c-9e25-902300e9b2c8 · outbound

This paper cites Algorithmic and High-Frequency Trading.

Avellaneda-Stoikov and Cartea-Jaimungal as One Framework: A Forced Uniqueness Theorem for Inventory Market Making Algorithmic and High-Frequency Trading

Reference 18

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source=arxiv_source observed=2026-06-28T15:38:21.019560Z digest=sha256:56f6d965ce2eae4c1847858d55a39a943bec2b896417a2b169926dcd8a64c24f

Observation fb13ff59-0cbe-4e52-87ef-6dae5a0da047 · outbound

This paper cites Risk Measures: Rationality and Diversification.

Avellaneda-Stoikov and Cartea-Jaimungal as One Framework: A Forced Uniqueness Theorem for Inventory Market Making Risk Measures: Rationality and Diversification

Reference 19

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source=arxiv_source observed=2026-06-28T15:38:21.019560Z digest=sha256:d7fe70e213764994337f283212d530e300a1001c4720c093c9a429fb0e99e208

Observation cb29d0b4-0db6-481d-a8df-93db818e917c · outbound

This paper cites A Utility Framework for Bounded-Loss Market Makers.

Avellaneda-Stoikov and Cartea-Jaimungal as One Framework: A Forced Uniqueness Theorem for Inventory Market Making A Utility Framework for Bounded-Loss Market Makers

Reference 20

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source=arxiv_source observed=2026-06-28T15:38:21.019560Z digest=sha256:71500bface08b57780c6b95e1a14baa988e4a447782ca2ee7c3355bd7644be02

Observation 87644d70-7fe5-4ef7-acb2-9a54a196174e · outbound

This paper cites Dual characterization of properties of risk measures on Orlicz hearts.

Avellaneda-Stoikov and Cartea-Jaimungal as One Framework: A Forced Uniqueness Theorem for Inventory Market Making Dual characterization of properties of risk measures on Orlicz hearts

Reference 21

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source=arxiv_source observed=2026-06-28T15:38:21.019560Z digest=sha256:9f6f3fee184273d12388c28ce0db6e0df69ca3d0d01d57eb48785bd40458aa87

Observation b5d7ba68-9e64-4c63-96b3-435fd1ebd7d0 · outbound

This paper cites Dynamic Monetary Risk Measures for Bounded Discrete-Time Processes.

Avellaneda-Stoikov and Cartea-Jaimungal as One Framework: A Forced Uniqueness Theorem for Inventory Market Making Dynamic Monetary Risk Measures for Bounded Discrete-Time Processes

Reference 22

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source=arxiv_source observed=2026-06-28T15:38:21.019560Z digest=sha256:2112a5d57273909c4e1f242433fd47885672e96237732338a5a3779164a68111

Observation 0ffadef3-9ef3-42b0-8de2-fa3fa182b698 · outbound

This paper cites Time-inconsistency of VaR and time-consistent alternatives.

Avellaneda-Stoikov and Cartea-Jaimungal as One Framework: A Forced Uniqueness Theorem for Inventory Market Making Time-inconsistency of VaR and time-consistent alternatives

Reference 23

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source=arxiv_source observed=2026-06-28T15:38:21.019560Z digest=sha256:d60615f87de853809a277a3c3f06b7c143df473eb5767803775582d9969df031

Observation 2b4b5e87-c432-4954-b88c-af4028d893e7 · outbound

This paper cites New Measures for Performance Evaluation.

Avellaneda-Stoikov and Cartea-Jaimungal as One Framework: A Forced Uniqueness Theorem for Inventory Market Making New Measures for Performance Evaluation

Reference 24

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source=arxiv_source observed=2026-06-28T15:38:21.019560Z digest=sha256:58bc138a95fa5e0f69bb7295b35c57baeadc578b5ad7958dfcb8cee9494acb47

Observation f456540a-13b3-4abc-a84c-0cd849041de5 · outbound

This paper cites A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices.

Avellaneda-Stoikov and Cartea-Jaimungal as One Framework: A Forced Uniqueness Theorem for Inventory Market Making A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices

Reference 25

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source=arxiv_source observed=2026-06-28T15:38:21.019560Z digest=sha256:f6d0e0e852f91c4a72267ac6752ba33f92b39fa601194d2a010ae59a801757b5

Observation eff53086-80b9-45ef-b845-462c6d76b413 · outbound

This paper cites Representation of the penalty term of dynamic concave utilities.

Avellaneda-Stoikov and Cartea-Jaimungal as One Framework: A Forced Uniqueness Theorem for Inventory Market Making Representation of the penalty term of dynamic concave utilities

Reference 26

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source=arxiv_source observed=2026-06-28T15:38:21.019560Z digest=sha256:b637a36b96328455cde80958ef09d937ccbfcadbd1f18dd7c575aa3cdbe13734

Observation 3381362a-795b-45a0-9dfc-0a302829460e · outbound

This paper cites Risk Preferences and Their Robust Representation.

Avellaneda-Stoikov and Cartea-Jaimungal as One Framework: A Forced Uniqueness Theorem for Inventory Market Making Risk Preferences and Their Robust Representation

Reference 27

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source=arxiv_source observed=2026-06-28T15:38:21.019560Z digest=sha256:498a4b256510a5255e0bd36fc2fb0a2fdb06f5f2fbc816a2d4f66dda0fb1cd31

Observation 9df9df54-2c24-48c6-acb6-2462e8c6d645 · outbound

This paper cites Stochastic Finance: An Introduction in Discrete Time.

Avellaneda-Stoikov and Cartea-Jaimungal as One Framework: A Forced Uniqueness Theorem for Inventory Market Making Stochastic Finance: An Introduction in Discrete Time

Reference 28

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source=arxiv_source observed=2026-06-28T15:38:21.019560Z digest=sha256:d99faf63ee336dc7559255a28ff37db143f215a6a71fcc80cde0a653b2a7735e

Observation 79d6f5b7-cd85-4389-8c6c-ea1bd8d92ae1 · outbound

This paper cites Hedging of Contingent Claims under Incomplete Information.

Avellaneda-Stoikov and Cartea-Jaimungal as One Framework: A Forced Uniqueness Theorem for Inventory Market Making Hedging of Contingent Claims under Incomplete Information

Reference 29

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source=arxiv_source observed=2026-06-28T15:38:21.019560Z digest=sha256:235d9245e701216de42b9ad1420eeb9b6ea8c1f3a84f80c10a02721aa6d266b5

Observation 4e5029e0-fbc8-453b-8140-5ac26a00f93f · outbound

This paper cites The Minimal Entropy Martingale Measure and the Valuation Problem in Incomplete Markets.

Avellaneda-Stoikov and Cartea-Jaimungal as One Framework: A Forced Uniqueness Theorem for Inventory Market Making The Minimal Entropy Martingale Measure and the Valuation Problem in Incomplete Markets

Reference 30

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source=arxiv_source observed=2026-06-28T15:38:21.019560Z digest=sha256:4cd0b2201ef136ce20dec7a044a8144cc16cfed901dfead3f6fb3f9789e8e55d

Observation f05746a7-5407-43ec-88d8-0eec3eee98a9 · outbound

This paper cites Maxmin expected utility with non-unique prior.

Avellaneda-Stoikov and Cartea-Jaimungal as One Framework: A Forced Uniqueness Theorem for Inventory Market Making Maxmin expected utility with non-unique prior

Reference 31

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source=arxiv_source observed=2026-06-28T15:38:21.019560Z digest=sha256:74aef7c05b7c303bdc8d4e2999eda043d031675f62f5383fae4f03c620846516

Observation 0b88ca4d-497b-42bc-97bc-1ba2303093a7 · outbound

This paper cites Optimal market making.

Avellaneda-Stoikov and Cartea-Jaimungal as One Framework: A Forced Uniqueness Theorem for Inventory Market Making Optimal market making

Reference 32

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source=arxiv_source observed=2026-06-28T15:38:21.019560Z digest=sha256:7dcb0920f124adf9143e5d0f386cd793fa0d5b41767945d56a219afaa7c7579b

Observation 24465159-1006-4ead-9f48-15c206bf7442 · outbound

This paper cites Combinatorial Information Market Design.

Avellaneda-Stoikov and Cartea-Jaimungal as One Framework: A Forced Uniqueness Theorem for Inventory Market Making Combinatorial Information Market Design

Reference 33

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source=arxiv_source observed=2026-06-28T15:38:21.019560Z digest=sha256:b72a8d188267cd72d07da98056644cad81d79da163d5be982f5a072dc20060b5

Observation 0d105b02-c24d-4390-9800-8d82c40c007d · outbound

This paper cites Logarithmic Market Scoring Rules for Modular Combinatorial Information Aggregation.

Avellaneda-Stoikov and Cartea-Jaimungal as One Framework: A Forced Uniqueness Theorem for Inventory Market Making Logarithmic Market Scoring Rules for Modular Combinatorial Information Aggregation

Reference 34

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source=arxiv_source observed=2026-06-28T15:38:21.019560Z digest=sha256:2b620b0acdb73009b9d34e46a40868436e34e446da887efa0ff1f11909219e90

Observation 602c3262-a7af-4094-af56-bb45f7bed0d0 · outbound

This paper cites Optimal dealer pricing under transactions and return uncertainty.

Avellaneda-Stoikov and Cartea-Jaimungal as One Framework: A Forced Uniqueness Theorem for Inventory Market Making Optimal dealer pricing under transactions and return uncertainty

Reference 35

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source=arxiv_source observed=2026-06-28T15:38:21.019560Z digest=sha256:a52d1d7e6a3e624db52342a66595a04f499243c5ed655327d31ac66495f308fe

Observation 04629b41-8226-4a79-9b66-4b09a8800cbf · outbound

This paper cites Law invariant risk measures have the Fatou property.

Avellaneda-Stoikov and Cartea-Jaimungal as One Framework: A Forced Uniqueness Theorem for Inventory Market Making Law invariant risk measures have the Fatou property

Reference 36

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source=arxiv_source observed=2026-06-28T15:38:21.019560Z digest=sha256:c1d486b776935415024db41f8dce1ef7a4ad50cc51a24eae264259e3517ed013

Observation d89879c1-f483-4f77-98c8-58e9d0221056 · outbound

This paper cites Foundations of Modern Probability.

Avellaneda-Stoikov and Cartea-Jaimungal as One Framework: A Forced Uniqueness Theorem for Inventory Market Making Foundations of Modern Probability

Reference 37

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source=arxiv_source observed=2026-06-28T15:38:21.019560Z digest=sha256:03d0d4501a244f930d71ce56c72aeef4003229e754723640a53fbb57fd83bef4

Observation eef8d140-74bf-4a20-92cc-2bceb0143a9a · outbound

This paper cites Representation results for law invariant time consistent functions.

Avellaneda-Stoikov and Cartea-Jaimungal as One Framework: A Forced Uniqueness Theorem for Inventory Market Making Representation results for law invariant time consistent functions

Reference 38

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source=arxiv_source observed=2026-06-28T15:38:21.019560Z digest=sha256:d81d610993c8b3f5010015df0b0ee88cf7e93b3ca3e4b0cb585d950a6e8f068b

Observation 559d8c4d-6ad8-420f-9b60-2b7313737e7f · outbound

This paper cites On law invariant coherent risk measures.

Avellaneda-Stoikov and Cartea-Jaimungal as One Framework: A Forced Uniqueness Theorem for Inventory Market Making On law invariant coherent risk measures

Reference 39

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source=arxiv_source observed=2026-06-28T15:38:21.019560Z digest=sha256:16dcca1f92dea7e9960c418a675f6d38021ff3a1c2bfa5ca5e479a7878f474f5

Observation 4e619469-551e-4617-867b-e69907498c7f · outbound

This paper cites Market making under a weakly consistent limit order book model.

Avellaneda-Stoikov and Cartea-Jaimungal as One Framework: A Forced Uniqueness Theorem for Inventory Market Making Market making under a weakly consistent limit order book model

Reference 40

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source=arxiv_source observed=2026-06-28T15:38:21.019560Z digest=sha256:5800e21b6548a8c31287a74f077c831f2c25952a20820d85b9e885f3ea8cc487

Observation 45dfda0c-ad69-43bd-bbac-176755f736a5 · outbound

This paper cites Order-Book Modeling and Market Making Strategies.

Avellaneda-Stoikov and Cartea-Jaimungal as One Framework: A Forced Uniqueness Theorem for Inventory Market Making Order-Book Modeling and Market Making Strategies

Reference 41

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source=arxiv_source observed=2026-06-28T15:38:21.019560Z digest=sha256:0ee1abf023c4da3a5ee1069b9933b48e07a4fd950746800c9510457d39bf3b2d

Observation a74aeb51-cd8a-4a98-a7d9-713c9125a959 · outbound

This paper cites Ambiguity Aversion, Robustness, and the Variational Representation of Preferences.

Avellaneda-Stoikov and Cartea-Jaimungal as One Framework: A Forced Uniqueness Theorem for Inventory Market Making Ambiguity Aversion, Robustness, and the Variational Representation of Preferences

Reference 42

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source=arxiv_source observed=2026-06-28T15:38:21.019560Z digest=sha256:92e15db30dc180d63e33e83dc4ff2f2002c1e86facd2a9d4ef06c1c88bf23698

Observation 5c3b828e-379b-4b6a-8cbf-3e623e39b32a · outbound

This paper cites Portfolio Selection.

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

Reference 43

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source=arxiv_source observed=2026-06-28T15:38:21.019560Z digest=sha256:0370f0e918a414ae929ac07d3ce2e5ffa0fbfaf8a59e7fc662305b74d75f33ab

Observation 0615d74f-c5b6-4882-8db4-d8e6529b97f0 · outbound

This paper cites Optimum consumption and portfolio rules in a continuous-time model.

Avellaneda-Stoikov and Cartea-Jaimungal as One Framework: A Forced Uniqueness Theorem for Inventory Market Making Optimum consumption and portfolio rules in a continuous-time model

Reference 44

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source=arxiv_source observed=2026-06-28T15:38:21.019560Z digest=sha256:894cecc133804ae469db85c62c18b1a9b25c352bb36c27fca6afe4c813154eab

Observation 6048623b-c241-4116-970a-3fb0864a4611 · outbound

This paper cites A Model for Queue Position Valuation in a Limit Order Book.

Avellaneda-Stoikov and Cartea-Jaimungal as One Framework: A Forced Uniqueness Theorem for Inventory Market Making A Model for Queue Position Valuation in a Limit Order Book

Reference 45

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source=arxiv_source observed=2026-06-28T15:38:21.019560Z digest=sha256:349c9b20172b484b6ea84621bb11624e713feb70d34d8b4bc7b13452bd8d65ac

Observation c888cf91-6766-4e6d-87ae-4daeb8976cc3 · outbound

This paper cites Risk Aversion in the Small and in the Large.

Avellaneda-Stoikov and Cartea-Jaimungal as One Framework: A Forced Uniqueness Theorem for Inventory Market Making Risk Aversion in the Small and in the Large

Reference 46

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source=arxiv_source observed=2026-06-28T15:38:21.019560Z digest=sha256:7e47589425739247a2ebe354fa73b191e7014eb4da4e288373992e291c69b8a0

Observation 30045a30-d326-4a0f-8ad7-c11745b17190 · outbound

This paper cites Multi-asset market making under the quadratic rough Heston.

Avellaneda-Stoikov and Cartea-Jaimungal as One Framework: A Forced Uniqueness Theorem for Inventory Market Making Multi-asset market making under the quadratic rough Heston

Reference 47

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arxiv_id, observed 2026-07-01T22:16:15.859397Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.

source=arxiv_source observed=2026-06-28T15:38:21.019560Z digest=sha256:3a087d86990cc162566c5133281daa17235bbe71fa335159524d8aad46d4e06a

Observation 99ab1960-71d7-42a0-acb7-b9742ac26238 · outbound

This paper cites Partial Law Invariance and Risk Measures.

Avellaneda-Stoikov and Cartea-Jaimungal as One Framework: A Forced Uniqueness Theorem for Inventory Market Making Partial Law Invariance and Risk Measures

Reference 48

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arxiv_id, observed 2026-06-28T15:42:21.672469Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.

source=arxiv_source observed=2026-06-28T15:38:21.019560Z digest=sha256:075962249ce0385d920a21b7b517e8f7a82eef0922805addaa8cfba6448e94c5

Observation 15776e85-c238-468a-9956-256980231e1b · outbound

This paper cites Myopia and Inconsistency in Dynamic Utility Maximization.

Avellaneda-Stoikov and Cartea-Jaimungal as One Framework: A Forced Uniqueness Theorem for Inventory Market Making Myopia and Inconsistency in Dynamic Utility Maximization

Reference 49

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source=arxiv_source observed=2026-06-28T15:38:21.019560Z digest=sha256:6a707f50a381b326909089a20825bc63137e008c93b99df4c4a0c670090e9044

Observation 4cbb3725-c5d8-4d49-96ea-5c1ef3e2355e · outbound

This paper cites Distribution-Invariant Risk Measures, Information, and Dynamic Consistency.

Avellaneda-Stoikov and Cartea-Jaimungal as One Framework: A Forced Uniqueness Theorem for Inventory Market Making Distribution-Invariant Risk Measures, Information, and Dynamic Consistency

Reference 50

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source=arxiv_source observed=2026-06-28T15:38:21.019560Z digest=sha256:ac215e8316552e97966c031409d54462d8998c223bba8741dd99b3373a327374

Pith citing papers

Observation effcf5ef-a061-4aae-bff8-0c6d8303fb36 · inbound

Axiomatic Market Making cites this paper.

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

Reference 17

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local_arxiv, observed 2026-07-03T04:17:37.606185Z

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No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.

source=arxiv_source observed=2026-06-27T14:00:04.347150Z digest=sha256:3e330c65d666500a4d2d6791d7844abb8f913144d07923292d3a9e383db86ffc