Guaranteed deterministic approach to superhedging: properties of binary European option (Q3299327)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Guaranteed deterministic approach to superhedging: properties of binary European option |
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Guaranteed deterministic approach to superhedging: properties of binary European option (English)
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22 July 2020
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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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Bellman-Isaacs equations
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multi-valued mapping
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semicontinuity
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continuity
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robust condition of no arbitrage
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