conftrace_

valuation

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regret (2) adversarial (1) ask price (1) bid price (1) lipschitz distributions (1) stochastic (1) elasticity (1) heteroscedastic (1) market making (1)

Papers

Market Making without Regret COLT 2025 Pricing with Contextual Elasticity and Heteroscedastic Valuation ICML 2024