@inproceedings{adaptingtoamarketshockoptimalsequential,
  title = {Adapting to a Market Shock: Optimal Sequential Market-Making},
  author = {Sanmay Das and Malik Magdon-Ismail},
  year = {2008},
  booktitle = {NeurIPS 2008 12},
  url = {http://papers.nips.cc/paper/3600-adapting-to-a-market-shock-optimal-sequential-market-making},
}