Please log in to take part in the discussion (add own reviews or comments).
Cite this publication
More citation styles
- please select -
%0 Conference Paper
%1 conf/nips/AbernethyBFW13
%A Abernethy, Jacob D.
%A Bartlett, Peter L.
%A Frongillo, Rafael M.
%A Wibisono, Andre
%B NIPS
%D 2013
%E Burges, Christopher J. C.
%E Bottou, Léon
%E Ghahramani, Zoubin
%E Weinberger, Kilian Q.
%K dblp
%P 2346-2354
%T How to Hedge an Option Against an Adversary: Black-Scholes Pricing is Minimax Optimal.
%U http://dblp.uni-trier.de/db/conf/nips/nips2013.html#AbernethyBFW13
@inproceedings{conf/nips/AbernethyBFW13,
added-at = {2021-01-21T00:00:00.000+0100},
author = {Abernethy, Jacob D. and Bartlett, Peter L. and Frongillo, Rafael M. and Wibisono, Andre},
biburl = {https://www.bibsonomy.org/bibtex/2c4fa024bddfb5867cacf71fb3d01b862/dblp},
booktitle = {NIPS},
crossref = {conf/nips/2013},
editor = {Burges, Christopher J. C. and Bottou, Léon and Ghahramani, Zoubin and Weinberger, Kilian Q.},
ee = {http://papers.nips.cc/paper/4912-how-to-hedge-an-option-against-an-adversary-black-scholes-pricing-is-minimax-optimal},
interhash = {dc8d8baef3d13d1df7c22817de7164fd},
intrahash = {c4fa024bddfb5867cacf71fb3d01b862},
keywords = {dblp},
pages = {2346-2354},
timestamp = {2024-04-09T23:18:18.000+0200},
title = {How to Hedge an Option Against an Adversary: Black-Scholes Pricing is Minimax Optimal.},
url = {http://dblp.uni-trier.de/db/conf/nips/nips2013.html#AbernethyBFW13},
year = 2013
}