Market making and mean reversion (2011)

by Tanmoy Chakraborty , Michael Kearns
Venue:In Proc. ACM Conf. on Elec. Commerce
Citations:4 - 2 self

Documents Related by Co-Citation

723 Proof verification and hardness of approximation problems – Sanjeev Arora, Carsten Lund, Rajeev Motwani, Madhu Sudan, Mario Szegedy - 1992
854 The Bargaining Problem – J F Nash - 1950
2043 On the Evolution of Random Graphs – P. Erdős, A Rényi - 1960
1161 Optimal auction design – R B Myerson - 1981
3777 Convex Analysis – R. Tyrrell Rockafellar - 1970
2440 Emergence of scaling in random networks – Albert-lászló Barabási, Réka Albert - 1999
478 Two-sided matching: a study in gametheoretic modeling and analysis, volume 18 of Econometric Society Monographs – A E Roth, M A O Sotomayor - 1990
16 Adapting to a Market Shock: Optimal Sequential Market-Making – Sanmay Das, Malik Magdon-ismail
430 Property Testing and its connection to Learning and Approximation – Oded Goldreich, Shafi Goldwasser, Dana Ron