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"Efficient Market Making via Convex Optimization, and a Connection to ..."

Jacob D. Abernethy, Yiling Chen, Jennifer Wortman Vaughan (2013)

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DOI: 10.1145/2465769.2465777

access: closed

type: Journal Article

metadata version: 2021-07-08

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Jacob D. Abernethy, Yiling Chen, Jennifer Wortman Vaughan:
Efficient Market Making via Convex Optimization, and a Connection to Online Learning. ACM Trans. Economics and Comput. 1(2): 12:1-12:39 (2013)

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