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]
@inproceedings{KinathilSDP16,
title = {A Symbolic Closed-Form Solution to Sequential Market Making with Inventory},
author = {Shamin Kinathil and Scott Sanner and Sanmay Das and Nicolás Della Penna},
year = {2016},
url = {http://www.ijcai.org/Abstract/16/508},
researchr = {https://researchr.org/publication/KinathilSDP16},
cites = {0},
citedby = {0},
pages = {3609-3615},
booktitle = {Proceedings of the Twenty-Fifth International Joint Conference on Artificial Intelligence, IJCAI 2016, New York, NY, USA, 9-15 July 2016},
editor = {Subbarao Kambhampati},
publisher = {IJCAI/AAAI Press},
isbn = {978-1-57735-771-1},
}