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"On risk measures, market making, and exponential families."

Jacob D. Abernethy, Rafael M. Frongillo, Sindhu Kutty (2014)

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DOI: 10.1145/2728732.2728734

access: closed

type: Journal Article

metadata version: 2020-06-04

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  dblp key:
  - journals/sigecom/AbernethyFK14
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  - https://dblp.org/rec/journals/sigecom/AbernethyFK14
Jacob D. Abernethy, Rafael M. Frongillo, Sindhu Kutty:
On risk measures, market making, and exponential families. SIGecom Exch. 13(2): 21-25 (2014)

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