Adapting to a Market Shock: Optimal Sequential Market-Making

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\begin{bibtex} @inproceedings{DBLP:conf/nips/DasM08, 

 author    = {Sanmay Das and
              Malik Magdon-Ismail},
 title     = {Adapting to a Market Shock: Optimal Sequential Market-Making},
 booktitle = {NIPS},
 year      = {2008},
 ee        = {http://books.nips.cc/papers/files/nips21/NIPS2008_0272.pdf},
 crossref  = {DBLP:conf/nips/2008},
 bibsource = {DBLP, http://dblp.uni-trier.de}

}

\end{bibtex}

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