@article{adaptiveoptimalmarketmakingstrategies,
  title = {Adaptive Optimal Market Making Strategies with Inventory Liquidation Cos},
  author = {Jonathan Chávez-Casillas and José E. Figueroa-López and Chuyi Yu and Yi Zhang},
  year = {2024},
  eprint = {2405.11444},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2405.11444v1},
}