Volatility Harvesting: Extracting Return from Randomness
نویسندگان
چکیده
منابع مشابه
Extracting Randomness from Samplable Distributions
The standard notion of a randomness extractor is a procedure which converts any weak source of randomness into an almost uniform distribution. The conversion necessarily uses a small amount of pure randomness, which can be eliminated by complete enumeration in some, but not all, applications. Here, we consider the problem of deterministically converting a weak source of randomness into an almos...
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ژورنال
عنوان ژورنال: Wilmott
سال: 2016
ISSN: 1540-6962
DOI: 10.1002/wilm.10511