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Q3120795 - MaRDI portal

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    Statements

    publication date
    19 March 2019
    0 references
    zbMATH Keywords
    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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    absence of arbitrage opportunities
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    Bellman-Isaacs equations
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    multi-valued mapping
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    author
    Sergey N. Smirnov
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    cites work
    Q3772035
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    Q5554005
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    Q3241581
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    Q3369469
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    Q4909834
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    Convex Analysis
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    Identifiers

    zbMATH DE Number
    7038032
    0 references
     
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