conftrace_

geometric brownian motion

3 papers

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Also known as

GBM

Co-occurring keywords · papers mentioning both

stochastic process (2) worst-case optimization (1) minimax optimal (1) hedging strategy (1) option pricing (1) black-scholes model (1) regret bound (1) normalizing flow (1) portfolio optimization (1) black-scholes hedging (1)

Papers

A Smart Trader for Portfolio Management based on Normalizing Flows IJCAI 2022 How to Hedge an Option Against an Adversary: Black-Scholes Pricing is Minimax Optimal NeurIPS 2013 On Stochastic and Worst-case Models for Investing NeurIPS 2009