Buy low, sell high

DOI10.1016/j.tcs.2014.09.030zbMath1394.91333OpenAlexW2134347286WikidataQ62046655 ScholiaQ62046655MaRDI QIDQ465260

Vladimir Vovk, Wouter M. Koolen

Publication date: 31 October 2014

Published in: Theoretical Computer Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.tcs.2014.09.030

zbMATH Keywords

worst-case analysisonline investmentprobability-free option pricing

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

Related Items (2)

On biased random walks, corrupted intervals, and learning under adversarial design ⋮ Testing exchangeability: fork-convexity, supermartingales and e-processes

Cites Work

• Test martingales, Bayes factors and \(p\)-values
• Continuous-time trading and the emergence of probability
• Switching investments
• A Closer Look at Adaptive Regret
• The context-tree weighting method: basic properties
• Switching Investments

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