Discover the Power of Stochastic Volatility in Market Making Models

As we all know, market making plays a crucial role in maintaining liquidity and facilitating efficient trading in financial markets.

As we all know, market making is crucial in maintaining liquidity and facilitating efficient trading in financial markets. Traditional market-making models have been widely studied and implemented. Still, they often overlook the stochastic nature of volatility, which can significantly impact the dynamics of the market. This is where the concept of optim…