An improvement on El-Yaniv-Fiat-Karp-Turpin's money-making bi-directional trading strategy
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Publication:1129108
DOI10.1016/S0020-0190(98)00032-5zbMath0937.91061MaRDI QIDQ1129108
Eisuke Dannoura, Kouichi Sakurai
Publication date: 13 August 1998
Published in: Information Processing Letters (Search for Journal in Brave)
91G60: Numerical methods (including Monte Carlo methods)
91-08: Computational methods for problems pertaining to game theory, economics, and finance
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