@article{marketmakingwithstochasticliquidity,
  title = {Market Making with Stochastic Liquidity Demand: Simultaneous Order Arrival and Price Change Forecasts},
  author = {Agostino Capponi and José E. Figueroa-López and Chuyi Yu},
  year = {2021},
  eprint = {2101.03086},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2101.03086v1},
}