{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,6,19]],"date-time":"2025-06-19T04:39:48Z","timestamp":1750307988188,"version":"3.41.0"},"publisher-location":"New York, NY, USA","reference-count":33,"publisher":"ACM","license":[{"start":{"date-parts":[[2006,5,21]],"date-time":"2006-05-21T00:00:00Z","timestamp":1148169600000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/www.acm.org\/publications\/policies\/copyright_policy#Background"}],"content-domain":{"domain":["dl.acm.org"],"crossmark-restriction":true},"short-container-title":[],"published-print":{"date-parts":[[2006,5,21]]},"DOI":"10.1145\/1132516.1132586","type":"proceedings-article","created":{"date-parts":[[2006,7,24]],"date-time":"2006-07-24T16:53:01Z","timestamp":1153759981000},"page":"477-486","update-policy":"https:\/\/doi.org\/10.1145\/crossmark-policy","source":"Crossref","is-referenced-by-count":19,"title":["Online trading algorithms and robust option pricing"],"prefix":"10.1145","author":[{"given":"Peter","family":"DeMarzo","sequence":"first","affiliation":[{"name":"Stanford University"}]},{"given":"Ilan","family":"Kremer","sequence":"additional","affiliation":[{"name":"Stanford University"}]},{"given":"Yishay","family":"Mansour","sequence":"additional","affiliation":[{"name":"Tel-Aviv University"}]}],"member":"320","published-online":{"date-parts":[[2006,5,21]]},"reference":[{"key":"e_1_3_2_1_1_1","doi-asserted-by":"publisher","DOI":"10.1137\/S0097539701398375"},{"key":"e_1_3_2_1_2_1","doi-asserted-by":"publisher","DOI":"10.1086\/262114"},{"key":"e_1_3_2_1_3_1","doi-asserted-by":"publisher","DOI":"10.1086\/260062"},{"key":"e_1_3_2_1_4_1","doi-asserted-by":"publisher","DOI":"10.1145\/267460.267518"},{"key":"e_1_3_2_1_5_1","doi-asserted-by":"publisher","DOI":"10.1145\/258128.258179"},{"key":"e_1_3_2_1_6_1","doi-asserted-by":"publisher","DOI":"10.1007\/11503415_15"},{"key":"e_1_3_2_1_7_1","doi-asserted-by":"publisher","DOI":"10.5555\/313651.313793"},{"key":"e_1_3_2_1_8_1","doi-asserted-by":"publisher","DOI":"10.1086\/262112"},{"key":"e_1_3_2_1_9_1","doi-asserted-by":"publisher","DOI":"10.1111\/j.1467-9965.1991.tb00002.x"},{"key":"e_1_3_2_1_10_1","doi-asserted-by":"publisher","DOI":"10.1109\/18.485708"},{"key":"e_1_3_2_1_11_1","doi-asserted-by":"publisher","DOI":"10.1287\/moor.23.4.960"},{"key":"e_1_3_2_1_12_1","volume-title":"Dynamic Asset Pricing Theory","author":"Duffie Darrell","year":"2001","unstructured":"Darrell Duffie . Dynamic Asset Pricing Theory . Princeton University Press , 2001 . Darrell Duffie. Dynamic Asset Pricing Theory. Princeton University Press, 2001."},{"key":"e_1_3_2_1_13_1","doi-asserted-by":"publisher","DOI":"10.1007\/s00453-001-0003-0"},{"key":"e_1_3_2_1_14_1","doi-asserted-by":"publisher","DOI":"10.1109\/SFCS.1992.267758"},{"key":"e_1_3_2_1_15_1","doi-asserted-by":"publisher","DOI":"10.1111\/j.1540-6261.2004.00666.x"},{"key":"e_1_3_2_1_16_1","doi-asserted-by":"publisher","DOI":"10.1111\/1540-6261.00566"},{"key":"e_1_3_2_1_17_1","doi-asserted-by":"publisher","DOI":"10.1006\/game.1997.0595"},{"key":"e_1_3_2_1_18_1","doi-asserted-by":"publisher","DOI":"10.1093\/biomet\/85.2.379"},{"key":"e_1_3_2_1_19_1","first-page":"23","volume-title":"Euro-COLT","author":"Freund Yoav","year":"1995","unstructured":"Yoav Freund and Robert E. Schapire . A decision-theoretic generalization of on-line learning and an application to boosting . In Euro-COLT , pages 23 -- 37 . Springer-Verlag , 1995 . Yoav Freund and Robert E. Schapire. A decision-theoretic generalization of on-line learning and an application to boosting. In Euro-COLT, pages 23--37. Springer-Verlag, 1995."},{"key":"e_1_3_2_1_20_1","doi-asserted-by":"publisher","DOI":"10.1111\/1468-0262.00153"},{"key":"e_1_3_2_1_21_1","first-page":"243","volume-title":"International Conference on Machine Learning","author":"Helmbold David P.","year":"1996","unstructured":"David P. Helmbold , Robert E. Schapire , Yoram Singer , and Manfred K. Warmuth . On-line portfolio selection using multiplicative updates . In International Conference on Machine Learning , pages 243 -- 251 , 1996 . David P. Helmbold, Robert E. Schapire, Yoram Singer, and Manfred K. Warmuth. On-line portfolio selection using multiplicative updates. In International Conference on Machine Learning, pages 243--251, 1996."},{"key":"e_1_3_2_1_22_1","doi-asserted-by":"publisher","DOI":"10.1145\/988772.988801"},{"key":"e_1_3_2_1_23_1","volume-title":"Kakade and Michael Kearns. Trading in markovian price models. Unpublished manuscript","author":"Sham","year":"2005","unstructured":"Sham M. Kakade and Michael Kearns. Trading in markovian price models. Unpublished manuscript , 2005 . Sham M. Kakade and Michael Kearns. Trading in markovian price models. Unpublished manuscript, 2005."},{"key":"e_1_3_2_1_24_1","doi-asserted-by":"publisher","DOI":"10.5555\/795666.796566"},{"key":"e_1_3_2_1_25_1","doi-asserted-by":"publisher","DOI":"10.1016\/S0899-8256(03)00032-0"},{"key":"e_1_3_2_1_26_1","doi-asserted-by":"publisher","DOI":"10.1006\/inco.1994.1009"},{"key":"e_1_3_2_1_27_1","doi-asserted-by":"publisher","DOI":"10.2307\/3003143"},{"key":"e_1_3_2_1_28_1","doi-asserted-by":"publisher","DOI":"10.1214\/aoap\/1019487360"},{"key":"e_1_3_2_1_29_1","doi-asserted-by":"publisher","DOI":"10.1016\/S0304-405X(01)00088-5"},{"key":"e_1_3_2_1_30_1","doi-asserted-by":"publisher","DOI":"10.1090\/dimacs\/007\/05"},{"key":"e_1_3_2_1_31_1","doi-asserted-by":"publisher","DOI":"10.1111\/1467-9965.00047"},{"key":"e_1_3_2_1_32_1","first-page":"488","volume-title":"Switching portfolios","author":"Singer Yoram","unstructured":"Yoram Singer . Switching portfolios . pages 488 -- 495 . Yoram Singer. Switching portfolios. pages 488--495."},{"key":"e_1_3_2_1_33_1","doi-asserted-by":"publisher","DOI":"10.1145\/279943.279947"}],"event":{"name":"STOC06: Symposium on Theory of Computing","sponsor":["ACM Association for Computing Machinery","SIGACT ACM Special Interest Group on Algorithms and Computation Theory"],"location":"Seattle WA USA","acronym":"STOC06"},"container-title":["Proceedings of the thirty-eighth annual ACM symposium on Theory of Computing"],"original-title":[],"link":[{"URL":"https:\/\/dl.acm.org\/doi\/10.1145\/1132516.1132586","content-type":"unspecified","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/dl.acm.org\/doi\/pdf\/10.1145\/1132516.1132586","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2025,6,18]],"date-time":"2025-06-18T15:06:13Z","timestamp":1750259173000},"score":1,"resource":{"primary":{"URL":"https:\/\/dl.acm.org\/doi\/10.1145\/1132516.1132586"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2006,5,21]]},"references-count":33,"alternative-id":["10.1145\/1132516.1132586","10.1145\/1132516"],"URL":"https:\/\/doi.org\/10.1145\/1132516.1132586","relation":{},"subject":[],"published":{"date-parts":[[2006,5,21]]},"assertion":[{"value":"2006-05-21","order":2,"name":"published","label":"Published","group":{"name":"publication_history","label":"Publication History"}}]}}