Efficient Market Making via Convex Optimization, and a Connection to Online Learning

Jacob Abernethy, Yiling Chen, Jennifer Wortman Vaughan. Efficient Market Making via Convex Optimization, and a Connection to Online Learning. ACM Trans. Economics and Comput., 1(2):12, 2013. [doi]

Authors

Jacob Abernethy

This author has not been identified. Look up 'Jacob Abernethy' in Google

Yiling Chen

This author has not been identified. Look up 'Yiling Chen' in Google

Jennifer Wortman Vaughan

This author has not been identified. Look up 'Jennifer Wortman Vaughan' in Google