"A Symbolic Closed-Form Solution to Sequential Market Making with Inventory."

Shamin Kinathil et al. (2016)

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DOI: —

access: open

type: Conference or Workshop Paper

metadata version: 2019-08-20

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  - https://dblp.org/rec/conf/ijcai/KinathilSDP16
Shamin Kinathil, Scott Sanner, Sanmay Das, Nicolás Della Penna:
A Symbolic Closed-Form Solution to Sequential Market Making with Inventory. IJCAI 2016: 3609-3615

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