Guaranteed deterministic approach to superhedging: Lipschitz properties of solutions of the Bellman-Isaacs equations (Q2008311)
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scientific article; zbMATH DE number 7135927
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Guaranteed deterministic approach to superhedging: Lipschitz properties of solutions of the Bellman-Isaacs equations |
scientific article; zbMATH DE number 7135927 |
Statements
Guaranteed deterministic approach to superhedging: Lipschitz properties of solutions of the Bellman-Isaacs equations (English)
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25 November 2019
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guaranteed estimates
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deterministic price dynamics
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super-replication
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option
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arbitrage
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no arbitrage opportunities
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Bellman-Isaacs equations
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multivalued mapping
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semicontinuity
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continuity
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modulus of continuity
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Lipschitz functions
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