Online trading algorithms and robust option pricing
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Publication:2931410
DOI10.1145/1132516.1132586zbMath1300.91047OpenAlexW1972200306MaRDI QIDQ2931410
Peter M. DeMarzo, Ilan Kremer, Yishay Mansour
Publication date: 25 November 2014
Published in: Proceedings of the thirty-eighth annual ACM symposium on Theory of Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1145/1132516.1132586
Analysis of algorithms (68W40) Derivative securities (option pricing, hedging, etc.) (91G20) Computational difficulty of problems (lower bounds, completeness, difficulty of approximation, etc.) (68Q17) Online algorithms; streaming algorithms (68W27)
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