Kinathil et al. "A Symbolic Closed-Form Solution to Sequential Market Making with Inventory." International Joint Conference on Artificial Intelligence, 2016.
Markdown
[Kinathil et al. "A Symbolic Closed-Form Solution to Sequential Market Making with Inventory." International Joint Conference on Artificial Intelligence, 2016.](https://mlanthology.org/ijcai/2016/kinathil2016ijcai-symbolic/)
BibTeX
@inproceedings{kinathil2016ijcai-symbolic,
title = {{A Symbolic Closed-Form Solution to Sequential Market Making with Inventory}},
author = {Kinathil, Shamin and Sanner, Scott and Das, Sanmay and Della Penna, Nicolás},
booktitle = {International Joint Conference on Artificial Intelligence},
year = {2016},
pages = {3609-3615},
url = {https://mlanthology.org/ijcai/2016/kinathil2016ijcai-symbolic/}
}