Optimal algorithms for \(k\)-search with application in option pricing
type: Item
instance of: scholarly article
title: Optimal algorithms for \(k\)-search with application in option pricing
zbMATH Open document ID: 1168.91393
author: Julian Lorenz
author: Angelika Steger
author: Konstantinos Panagiotou
published in: Algorithmica
publication date: 2009-08-27T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 90C59
Mathematics Subject Classification ID: 90B40
Mathematics Subject Classification ID: 91B84
zbMATH DE Number: 5598787
zbMATH Keywords: time series search
zbMATH Keywords: one-way trading
zbMATH Keywords: online algorithms
zbMATH Keywords: competitive analysis
zbMATH Keywords: option pricing
MaRDI profile type: Publication
full work available at URL: s00453-008-9217-8
OpenAlex ID: W1494101111
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DOI: 10.1007/S00453-008-9217-8
description: scientific article; zbMATH DE number 5598787