Market making and mean reversion

Tanmoy Chakraborty, Michael Kearns. Market making and mean reversion. 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 307-314, ACM, 2011. [doi]

Authors

Tanmoy Chakraborty

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Michael Kearns

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