The following pages link to (Q5381137):
Displaying 9 items.
- Learning with stochastic inputs and adversarial outputs (Q439998) (← links)
- Hedge algorithm and dual averaging schemes (Q2392814) (← links)
- Optimal hedging when the underlying asset follows a regime-switching Markov process (Q2514833) (← links)
- HEDGING UNDER GAMMA CONSTRAINTS BY OPTIMAL STOPPING AND FACE-LIFTING (Q3446059) (← links)
- Optimal Momentum Hedging via Hypoelliptic Reduced Monge--Ampère PDE (Q4652576) (← links)
- (Q5159437) (← links)
- (Q5279811) (← links)
- An algorithmic approach to non-self-financing hedging in a discrete-time incomplete market (Q5439044) (← links)
- Relaxing the i.i.d. assumption: adaptively minimax optimal regret via root-entropic regularization (Q6183761) (← links)