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"Regret Minimization Algorithms for Pricing Lookback Options."

Eyal Gofer, Yishay Mansour (2011)

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DOI: 10.1007/978-3-642-24412-4_20

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-26

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  dblp key:
  - conf/alt/GoferM11
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  - https://dblp.org/rec/conf/alt/GoferM11
Eyal Gofer, Yishay Mansour:
Regret Minimization Algorithms for Pricing Lookback Options. ALT 2011: 234-248

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