@article{anapproximatesolutionforoptionsmarket,
  title = {An approximate solution for options market-making in high dimension},
  author = {Bastien Baldacci and Joffrey Derchu and Iuliia Manziuk},
  year = {2020},
  eprint = {2009.00907},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2009.00907v1},
}