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liquidity provision

1 paper

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Co-occurring keywords · papers mentioning both

sequential market-making (1) gaussian approximation (1) optimal pricing (1) monopoly market (1) optimal liquidity (1) price discovery (1) market making (1) gaussian distribution (1) optimal algorithm (1) profit maximization (1)

Papers

Adapting to a Market Shock: Optimal Sequential Market-Making NeurIPS 2008