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At What Frequency Should the Kelly Bettor Bet?
📝 Original Info Title: At What Frequency Should the Kelly Bettor Bet? ArXiv ID: 1801.06737 Date: 2018-08-23 Authors: Chung-Han Hsieh, B. …
All posts under category "Quantitative Finance / Q-Fin.CP"
📝 Original Info Title: At What Frequency Should the Kelly Bettor Bet? ArXiv ID: 1801.06737 Date: 2018-08-23 Authors: Chung-Han Hsieh, B. …
📝 Original Info Title: Efficient Pricing of Barrier Options on High Volatility Assets using Subset Simulation ArXiv ID: 1803.03364 Date: …
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