"How to Hedge an Option Against an Adversary: Black-Scholes Pricing is ..."

Jacob D. Abernethy et al. (2013)

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DOI: —

access: open

type: Conference or Workshop Paper

metadata version: 2021-01-21

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Jacob D. Abernethy, Peter L. Bartlett, Rafael M. Frongillo, Andre Wibisono:
How to Hedge an Option Against an Adversary: Black-Scholes Pricing is Minimax Optimal. NIPS 2013: 2346-2354

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