Jacob D. Abernethy, Rafael M. Frongillo, Xiaolong Li, Jennifer Wortman Vaughan. A general volume-parameterized market making framework. In Moshe Babaioff, Vincent Conitzer, David Easley, editors, ACM Conference on Economics and Computation, EC '14, Stanford , CA, USA, June 8-12, 2014. pages 413-430, ACM, 2014. [doi]
Abstract is missing.