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Q5240348 - MaRDI portal

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scientific article; zbMATH DE number 7122246
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scientific article; zbMATH DE number 7122246

    Statements

    publication date
    25 October 2019
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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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    multi-valued mapping
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    robustness
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    structural stability
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    author
    Sergey N. Smirnov
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    Identifiers

    zbMATH DE Number
    7122246
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