@inproceedings{ijcai2016p508,
  title     = {A Symbolic Closed-Form Solution to Sequential Market Making with Inventory},
  author    = {Kinathil, Shamin and Sanner, Scott and Das, Sanmay and Della Penna, Nicolás},
  booktitle = {Proceedings of the Twenty-Fifth International Joint Conference on
               Artificial Intelligence, {IJCAI-16}},
  publisher = {AAAI Press / International Joint Conferences on Artificial Intelligence},
  editor    = {Subbarao Kambhampati},
  pages     = {3609--3614},
  year      = {2016},
  month     = {7},
  url       = {https://ijcai.org/proceedings/2016/508},
}