A Symbolic Closed-form Solution to Sequential Market Making with Inventory. Kinathil, S., Sanner, S., Das, S., & Penna, N. D. In Proceedings of the International Joint Conference on Artificial Intelligence (IJCAI), pages 3609-3615, 2016.
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Paper bibtex 3 downloads
Paper bibtex 3 downloads @inproceedings{kinathil2016symbolic,
author = {Shamin Kinathil and Scott Sanner and Sanmay Das and Nicol{\'a}s Della Penna},
title = {A Symbolic Closed-form Solution to Sequential Market Making with Inventory},
booktitle = {Proceedings of the International Joint Conference on Artificial Intelligence (IJCAI)},
year = {2016},
pages = "3609-3615",
url_Paper = {https://cs.gmu.edu/\%7esanmay/papers/ijcai2016mm.pdf},
keywords = {Market Microstructure, Market Making, Dynamic Programming}
}Downloads: 3
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