ML Anthology

Regret Minimization Algorithms for Pricing Lookback Options

Eyal Gofer, Yishay Mansour
ALT 2011 pp. 234-248
doi:10.1007/978-3-642-24412-4_20 /alt/2011/gofer2011alt-regret/
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Cite

Text

Gofer and Mansour. "Regret Minimization Algorithms for Pricing Lookback Options." International Conference on Algorithmic Learning Theory, 2011. doi:10.1007/978-3-642-24412-4_20

Markdown

[Gofer and Mansour. "Regret Minimization Algorithms for Pricing Lookback Options." International Conference on Algorithmic Learning Theory, 2011.](https://mlanthology.org/alt/2011/gofer2011alt-regret/) doi:10.1007/978-3-642-24412-4_20

BibTeX

@inproceedings{gofer2011alt-regret,
  title     = {{Regret Minimization Algorithms for Pricing Lookback Options}},
  author    = {Gofer, Eyal and Mansour, Yishay},
  booktitle = {International Conference on Algorithmic Learning Theory},
  year      = {2011},
  pages     = {234-248},
  doi       = {10.1007/978-3-642-24412-4_20},
  url       = {https://mlanthology.org/alt/2011/gofer2011alt-regret/}
}