A Symbolic Closed-Form Solution to Sequential Market Making with Inventory - researchr publication authors

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Shamin Kinathil, Scott Sanner, Sanmay Das, Nicolás Della Penna. A Symbolic Closed-Form Solution to Sequential Market Making with Inventory. In Subbarao Kambhampati, editor, Proceedings of the Twenty-Fifth International Joint Conference on Artificial Intelligence, IJCAI 2016, New York, NY, USA, 9-15 July 2016. pages 3609-3615, IJCAI/AAAI Press, 2016. [doi]

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