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Yishay Mansour. Learning, regret minimization and option pricing. In Dov Samet, editor, Proceedings of the 11th Conference on Theoretical Aspects of Rationality and Knowledge (TARK-2007), Brussels, Belgium, June 25-27, 2007. pages 2-3, 2007. [doi]
Possibly Related PublicationsThe following publications are possibly variants of this publication: Regret Minimization Algorithms for Pricing Lookback OptionsEyal Gofer, Yishay Mansour. alt 2011: 234-248 [doi] Regret Minimization for Reserve Prices in Second-Price AuctionsNicolò Cesa-Bianchi, Claudio Gentile, Yishay Mansour. soda 2013: 1190-1204 [doi] Regret Minimization for Reserve Prices in Second-Price AuctionsNicolò Cesa-Bianchi, Claudio Gentile, Yishay Mansour. TIT, 61(1):549-564, 2015. [doi] Pricing Exotic Derivatives Using Regret MinimizationEyal Gofer, Yishay Mansour. sagt 2011: 266-277 [doi]
The following publications are possibly variants of this publication: