Online trading algorithms and robust option pricing
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Peter DeMarzo, Ilan Kremer, Yishay Mansour
Online trading algorithms and robust option pricing
STOC, 2006.

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@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,
}

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