"Regret Minimization Algorithms for Pricing Lookback Options."

Eyal Gofer, Yishay Mansour (2011)

> Home

Details and statistics

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

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-26

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - conf/alt/GoferM11
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/conf/alt/GoferM11
Eyal Gofer, Yishay Mansour:
Regret Minimization Algorithms for Pricing Lookback Options. ALT 2011: 234-248

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.