Peter DeMarzo, Ilan Kremer, Yishay Mansour
Online trading algorithms and robust option pricing
STOC, 2006.
@inproceedings{STOC-2006-DeMarzoKM,
author = "Peter DeMarzo and Ilan Kremer and Yishay Mansour",
booktitle = "{Proceedings of the 38th Annual ACM Symposium on Theory of Computing}",
doi = "10.1145/1132516.1132586",
isbn = "1-59593-134-1",
pages = "477--486",
publisher = "{ACM}",
title = "{Online trading algorithms and robust option pricing}",
year = 2006,
}











