Related DatabasesWeb of Science You must be logged in with an active subscription to view this.Article DataHistorySubmitted: 26 October 2020Accepted: 21 May 2021Published online: 07 September 2021KeywordsHawkes processes, market making, high frequency trading, stochastic control, partial differential equations, viscosity solutionsAMS Subject Headings68Q25, 68R10, 68U05Publication DataISSN (onli...