A guaranteed deterministic approach to superhedging: no arbitrage properties of the market (Q2660513)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A guaranteed deterministic approach to superhedging: no arbitrage properties of the market |
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A guaranteed deterministic approach to superhedging: no arbitrage properties of the market (English)
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30 March 2021
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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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robustness
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structural stability of model
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