Learning, regret minimization and option pricing

Yishay Mansour*

*Corresponding author for this work

Research output: Contribution to conferencePaperpeer-review

1 Scopus citations

Abstract

We relate regret minimization to various online learning tasks, and most notable option pricing.

Original languageEnglish
Pages2-3
Number of pages2
DOIs
StatePublished - 2007
Event11th Conference on Theoretical Aspects of Rationality and Knowledge, TARK 2007 - Brussels, Belgium
Duration: 25 Jun 200727 Jun 2007

Conference

Conference11th Conference on Theoretical Aspects of Rationality and Knowledge, TARK 2007
Country/TerritoryBelgium
CityBrussels
Period25/06/0727/06/07

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