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Optimal learning and experimen...
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Lai, Tze Leung
49
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27
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8
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5
AitSahlia, Farid
4
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50th Congress of the European Regional Science Association: "Sustainable Regional Growth and Development in the Creative Knowledge Economy", 19-23 August 2010, Jönköping, Sweden
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Optimal learning and experimentation in bandit problems
Brezzi, Monica
;
Lai, Tze Leung
- In:
Journal of economic dynamics & control
27
(
2002
)
1
,
pp. 87-108
Persistent link: https://www.econbiz.de/10001703370
Saved in:
2
Incomplete learning from endogenous data in dynamic allocation
Brezzi, Monica
;
Lai, Tze Leung
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
6
,
pp. 1511-1516
Persistent link: https://www.econbiz.de/10001527518
Saved in:
3
NOTES AND COMMENTS: - Incomplete Learning from Endogenous Data in Dynamic Allocation
Brezzi, Monica
;
Lai, Tze Leung
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
6
,
pp. 1511-1516
Persistent link: https://www.econbiz.de/10006777421
Saved in:
4
Optimal learning and experimentation in bandit problems
Brezzi, Monica
;
Lai, Tze Leung
- In:
Journal of Economic Dynamics and Control
27
(
2002
)
1
,
pp. 87-108
Persistent link: https://www.econbiz.de/10005160998
Saved in:
5
Incomplete Learning from Endogenous Data in Dynamic Allocation
Brezzi, Monica
;
Lai, Tze Leung
- In:
Econometrica
68
(
2000
)
6
,
pp. 1511-1516
Persistent link: https://www.econbiz.de/10005231906
Saved in:
6
Option hedging theory under transaction costs
Lai, Tze Leung
;
Lim, Tiong Wee
- In:
Journal of economic dynamics & control
33
(
2009
)
12
,
pp. 1945-1961
Persistent link: https://www.econbiz.de/10003908249
Saved in:
7
Sequential importance sampling and resampling for dynamic portfolio credit risk
Deng, Shaojie
;
Giesecke, Kay
;
Lai, Tze Leung
- In:
Operations research
60
(
2012
)
1
,
pp. 78-91
Persistent link: https://www.econbiz.de/10009532668
Saved in:
8
State price density estimation and nonparametric pricing of basket options
Kuang, Yuming
;
Lai, Tze Leung
- In:
Journal of mathematical finance
5
(
2015
)
5
,
pp. 448-456
Persistent link: https://www.econbiz.de/10011440200
Saved in:
9
Quantitative trading : algorithms, analytics, data, models, optimization
Guo, Xin
;
Lai, Tze Leung
;
Shek, Howard
;
Wong, Samuel Po …
-
2017
Persistent link: https://www.econbiz.de/10011543438
Saved in:
10
Structural change as an alternative to long memory in financial time series
Lai, Tze Leung
;
Xing, Haipeng
-
2006
Persistent link: https://www.econbiz.de/10003350090
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