"Online trading algorithms and robust option pricing."

Peter M. DeMarzo, Ilan Kremer, Yishay Mansour (2006)

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DOI: 10.1145/1132516.1132586

access: closed

type: Conference or Workshop Paper

metadata version: 2018-11-06

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  - conf/stoc/DeMarzoKM06
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Peter M. DeMarzo, Ilan Kremer, Yishay Mansour:
Online trading algorithms and robust option pricing. STOC 2006: 477-486

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