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Tag: hjb

2 items with this tag.

  • Oct 03, 2026

    2.2.3 The Almgren–Chriss Model

    • pillar-algorithmic-hft
    • optimal-execution
    • almgren-chriss
    • euler-lagrange
    • hjb
    • optimization
  • Oct 03, 2026

    6.2.2 The Market-Maker's Problem

    • pillar-market-making
    • avellaneda-stoikov-and-optimal-quoting
    • stochastic-control
    • reservation-price
    • hjb

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