Online trading algorithms and robust option pricing

Proceedings of the Annual ACM Symposium on Theory of Computing

Volumn 2006, Issue , 2006, Pages 477-486

  DeMarzo, Peter ^a   Kremer, Ilan ^a   Mansour, Yishay ^b  

^a STANFORD UNIVERSITY   (United States)

^b TEL AVIV UNIVERSITY   (Israel)

Author keywords

Finance; Online Algorithms; Regret Minimization

Indexed keywords

COSTS; FINANCE; ONLINE SYSTEMS;

FINANCIAL INSTRUMENTS; ONLINE ALGORITHMS; REGRET MINIMIZATION;

ALGORITHMS;

EID: 33748120153     PISSN: 07378017     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1145/1132516.1132586     Document Type: Conference Paper

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