Signature Methods for Optimal Market Making

arXiv:2606.19772 · math.OC · Submitted 2026-06-18 · Read on arXiv

math.OC

Submitted: 2026-06-18

Updated: 2026-10-21

Terminology

• Benchmark — 1× in this paper · explained in 2 episodes
• Proximal Policy Optimization (PPO) — 1× in this paper · explained in 8 episodes

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