Optimal Investment for Worst-Case Crash Scenarios: A Martingale Approach.

Frank Thomas Seifried

Published in: Math. Oper. Res. (2010)

Keyphrases

worst case
np hard
upper bound
lower bound
error bounds
approximation algorithms
average case
worst case analysis
dynamic programming
closed form
constant factor
running times
space complexity
change detection
database
website
decision making