Jacob Abernethy, Yiling Chen, Jennifer Wortman Vaughan. An optimization-based framework for automated market-making. In Yoav Shoham, Yan Chen, Tim Roughgarde, editors, Proceedings 12th ACM Conference on Electronic Commerce (EC-2011), San Jose, CA, USA, June 5-9, 2011. pages 297-306, ACM, 2011. [doi]
Abstract is missing.