Introduces asymmetric (b_t, s_t) price tuples for trading prophets and gives online algorithms achieving constant competitive ratios for unit capacity and 1 - Θ(log B0/√B0) for general capacity under i.i.d. arrivals.
Trading Prophets: How to Trade Multiple Stocks Optimally , booktitle =
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Asymmetric Trading Prophets
Introduces asymmetric (b_t, s_t) price tuples for trading prophets and gives online algorithms achieving constant competitive ratios for unit capacity and 1 - Θ(log B0/√B0) for general capacity under i.i.d. arrivals.