A risk-reward model with compound interest rate for non-additive two-option ski rental

DOI10.1016/j.ipl.2018.02.013zbMath1476.91197OpenAlexW2793510619MaRDI QIDQ1708258

Xiaoli Chen, Wei-jun Xu

Publication date: 5 April 2018

Published in: Information Processing Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ipl.2018.02.013

zbMATH Keywords

competitive analysison-line algorithmsski rentalcompound interest raterisk-reward strategy

Mathematics Subject Classification ID

Interest rates, asset pricing, etc. (stochastic models) (91G30) Online algorithms; streaming algorithms (68W27)

Related Items

Online leasing problem with price fluctuations and the second-hand transaction, Lease or financial lease? Deterministic strategies for on-line financial lease problem with the second-hand transaction, Online leasing strategy for depreciable equipment considering opportunity cost

Cites Work

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• Optimal randomized algorithm for a generalized ski-rental with interest rate
• A risk-reward framework for the competitive analysis of financial games
• A risk-reward model for the on-line leasing of depreciable equipment
• Non-additive two-option ski rental