A Guaranteed Deterministic Approach to Superhedging: Optimal Mixed Strategies of the Market and Their Supports (Q5014533)
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scientific article; zbMATH DE number 7440869
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Guaranteed Deterministic Approach to Superhedging: Optimal Mixed Strategies of the Market and Their Supports |
scientific article; zbMATH DE number 7440869 |
Statements
A Guaranteed Deterministic Approach to Superhedging: Optimal Mixed Strategies of the Market and Their Supports (English)
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8 December 2021
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super-replication
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option
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trading constraints
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no arbitrage
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Bellman-Isaacs equations
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mixed strategies
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game equilibrium
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semicontinuity
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set-valued mapping
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continuous selection
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