3 citations · 3 across the 2 of their papers we have counts for
2 papers
q-fin.TR2009★ 3 cited
A Unified Framework for Dynamic Pari-Mutuel Information Market Design
Shipra Agrawal, Erick Delage, Mark Peters +2
Recently, several new pari-mutuel mechanisms have been introduced to organize markets for contingent claims. Hanson introduced a market maker derived from the logarithmic scoring r…
cs.DS2009
Correlation Robust Stochastic Optimization
Shipra Agrawal, Yichuan Ding, Amin Saberi +1
We consider a robust model proposed by Scarf, 1958, for stochastic optimization when only the marginal probabilities of (binary) random variables are given, and the correlation bet…