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Q3299331 - MaRDI portal

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    Statements

    publication date
    22 July 2020
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    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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    multivalued mapping
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    mixed strategies
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    game equilibrium
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    author
    Sergey N. Smirnov
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    Identifiers

    zbMATH DE Number
    7224087
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