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Alexander Barzykin

Observed name: Barzykin, Alexander
ORCID: 0009-0001-0901-8819
Observed ORCID: 0009-0001-0901-8819
OpenAlex ID: A5005084690
Algorithmic market making in dealer markets with hedging and market impact
2022 · Alexander Barzykin, Philippe Bergault, et al. · Mathematical Finance · 41
Market making by an FX dealer: tiers, pricing ladders and hedging rates for optimal risk control
2021 · Barzykin, Alexander, Bergault, Philippe, et al. · RePEc: Research Papers in Economics · 13
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Optimal VWAP Execution Under Transient Price Impact
2019 · Alexander Barzykin, Fabrizio Lillo · SSRN Electronic Journal · 3
Optimal Execution with Passive Market Impact
2026 · Barzykin, Alexander, Boyce, Robert, et al. · arXiv (Cornell University) · 2
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Win-score promotion gates in aggregator-routed RFQ markets: A two-tier stochastic control model
2026 · Barzykin, Alexander · arXiv (Cornell University) · 2
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Dynamic slippage control and rejection feedback in spot FX market making
2026 · Barzykin, Alexander · arXiv (Cornell University) · 2
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Bond Market Making with a Hit-Ratio Target
2026 · Barzykin, Alexander, Ciceri, Axel · arXiv (Cornell University) · 1
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Market Making and Transient Impact in Spot FX
2026 · Barzykin, Alexander · arXiv (Cornell University) · 1
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Algorithmic market making in foreign exchange cash markets with hedging and market impact
2021 · Alexander Barzykin, Philippe Bergault, et al. · arXiv (Cornell University) · 1
Hawkes-Driven OTC Market Making: Volterra-Riccati Approximation
2026 · Barzykin, Alexander · arXiv (Cornell University)
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Strategic OTC market making with reputation feedback
2026 · Barzykin, Alexander · arXiv (Cornell University)
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Market Making and Transient Impact in Spot FX
2026 · Alexander Barzykin · SSRN Electronic Journal
Dynamic Slippage Control and Rejection Feedback in Spot FX Market Making
2026 · Alexander Barzykin · SSRN Electronic Journal
Win-Score Promotion Gates in Aggregator-Routed RFQ Markets: A Two-Tier Stochastic Control Model
2026 · Alexander Barzykin · SSRN Electronic Journal
Bond Market Making with a Hit-Ratio Target
2026 · Alexander Barzykin, Axel Ciceri · SSRN Electronic Journal
Strategic OTC Market Making with Reputation Feedback
2026 · Alexander Barzykin · SSRN Electronic Journal
Optimal Execution with Passive Market Impact
2026 · Alexander Barzykin, Robert Boyce, et al. · SSRN Electronic Journal
PDF
Hawkes-Driven OTC Market Making: Volterra-Riccati Approximation
2026 · Alexander Barzykin · SSRN Electronic Journal
Competition and learning in dealer markets
2024 · hanna Assayag, Alexander Barzykin, et al. · SSRN Electronic Journal
Algorithmic market making in foreign exchange cash markets: a new model for active market makers
2021 · Alexander Barzykin, Philippe Bergault, et al. · arXiv (Cornell University)
Works count: 21
Citation count: 74
H-index: 3
I10-index: 2
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