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Co-occurring keywords · papers mentioning both

quadratic volatility (1) black-scholes hedging (1) option pricing (1) black-scholes model (1) hedging strategy (1) minimax optimal (1) geometric brownian motion (1) stochastic process (1) regret minimization (1) worst-case analysis (1)

Papers

How to Hedge an Option Against an Adversary: Black-Scholes Pricing is Minimax Optimal NeurIPS 2013