Pricing Exotic Derivatives Using Regret Minimization
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Publication:3095279
DOI10.1007/978-3-642-24829-0_24zbMath1233.91273OpenAlexW2102115038MaRDI QIDQ3095279
Publication date: 28 October 2011
Published in: Algorithmic Game Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-642-24829-0_24
Numerical methods (including Monte Carlo methods) (91G60) Derivative securities (option pricing, hedging, etc.) (91G20) Online algorithms; streaming algorithms (68W27)
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