Tuomas Sandholm

Carnegie Mellon University - School of Computer Science

5000 Forbes Avenue

Pittsburgh, PA 15213

United States

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Inventory-Based Versus Prior-Based Options Trading Agents

Algorithmic Finance (2012), 1:2, 95-121
Number of pages: 28 Posted: 05 Oct 2012 Last Revised: 16 Oct 2012
Abraham Othman and Tuomas Sandholm
University of Pennsylvania - Operations & Information Management Department and Carnegie Mellon University - School of Computer Science
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Abstract: