Inventory-based versus Prior-based Options Trading Agents

Abraham Othman, Tuomas Sandholm. Inventory-based versus Prior-based Options Trading Agents. Algorithmic Finance, 1(2):95-121, 2011. [doi]

@article{OthmanS11-1,
  title = {Inventory-based versus Prior-based Options Trading Agents},
  author = {Abraham Othman and Tuomas Sandholm},
  year = {2011},
  doi = {10.3233/AF-2011-009},
  url = {http://dx.doi.org/10.3233/AF-2011-009},
  researchr = {https://researchr.org/publication/OthmanS11-1},
  cites = {0},
  citedby = {0},
  journal = {Algorithmic Finance},
  volume = {1},
  number = {2},
  pages = {95-121},
}