X Efficient Market Making via Convex Optimization, and a Connection to Online Learning Jacob Abernethy, University of Pennsylvania Yiling Chen, Harvard University Jennifer Wortman Vaughan, University of California, Los A

First Page		Document Content
Date: 2013-10-29 11:30:59 Finance Operations research Convex analysis Mathematical finance Arrow–Debreu model Securities market Convex optimization Futures contract Linear programming Mathematical optimization Financial economics Economics		X Efficient Market Making via Convex Optimization, and a Connection to Online Learning Jacob Abernethy, University of Pennsylvania Yiling Chen, Harvard University Jennifer Wortman Vaughan, University of California, Los A Add to Reading List Source URL: web.eecs.umich.edu Download Document from Source Website File Size: 387,48 KB Share Document on Facebook

	ts, Information and Uncertainty as Chichilnisky -idge University Press, 1999 CHAPTER 7 DocID: 1gn5j - View Document
	THE CONTRIBUTIONS OF THE ECONOMICS OF INFORMATION TO TWENTIETH CENTURY ECONOMICS* JOSEPH E. STIGLITZ In the field of economics, perhaps the most important break with the past—one that leaves open huge areas for future DocID: 19W8X - View Document
	Introduction to Sunspots and Lotteries DocID: 19Uqg - View Document
	Do Sunspots Matter? David Cass and KarlShell Univer8tssitT,t# Penn~qdlvania~ Can extrinsic uncertainty (aniniral spirits," markett psychology," DocID: 19wjN - View Document
	Existence of an Equilibrium for a Competitive Economy Kenneth J. Arrow; Gerard Debreu Econometrica, Vol. 22, No. 3. (Jul., 1954), ppStable URL: http://links.jstor.org/sici?sici=%%2922%3A3%3C26 DocID: 14CMY - View Document