A guaranteed deterministic approach to superhedging: financial market model, trading constraints, and the Bellman-Isaacs equations (Q2034828)
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scientific article; zbMATH DE number 7362241
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A guaranteed deterministic approach to superhedging: financial market model, trading constraints, and the Bellman-Isaacs equations |
scientific article; zbMATH DE number 7362241 |
Statements
A guaranteed deterministic approach to superhedging: financial market model, trading constraints, and the Bellman-Isaacs equations (English)
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23 June 2021
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guaranteed estimates
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deterministic price dynamics
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superreplication
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option
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arbitrage
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absence of arbitrage opportunities
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Bellman-Isaacs equations
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multi-valued mapping
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