Adapting to a Market Shock: Optimal Sequential Market-Making. Das, S. & Magdon-Ismail, M. In Advances in Neural Information Processing Systems, pages 361-368, 2008.
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Paper Supplement bibtex 16 downloads
Paper Supplement bibtex 16 downloads @inproceedings{DasMag08,
author = {Das, Sanmay and Magdon-Ismail, Malik},
title = {Adapting to a Market Shock: Optimal Sequential Market-Making},
year = {2008},
booktitle = {Advances in Neural Information Processing Systems},
pages = {361-368},
url_Paper = {https://cs.gmu.edu/\%7esanmay/papers/opt-mm-nips.pdf},
url_Supplement = {https://cs.gmu.edu/\%7esanmay/papers/opt-mm-nips-supp.pdf},
keywords = {Market Microstructure, Market Making, Dynamic Programming}
}Downloads: 16
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