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, }