pythonpapermarket-makinginventory-riskafter-work
Introducing Dealing with the Inventory Risk: A Solution to the Market Making Problem for after-work quants
Guéant, Lehalle & Fernandez-Tapia (2011) turn the Avellaneda–Stoikov HJB into linear ODEs and give closed-form asymptotic quotes under inventory risk. Plain-language intro. Not investment advice.