Guaranteed deterministic approach to superhedging: Lipschitz properties of solutions of the Bellman-Isaacs equations
type: Item
instance of: scholarly article
title: Guaranteed deterministic approach to superhedging: Lipschitz properties of solutions of the Bellman-Isaacs equations
zbMATH Open document ID: 1427.91281
DOI: 10.1007/978-3-030-23699-1_14
publication date: 2019-11-25T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 60G40
Mathematics Subject Classification ID: 91A80
zbMATH DE Number: 7135927
zbMATH Keywords: guaranteed estimates
zbMATH Keywords: deterministic price dynamics
zbMATH Keywords: super-replication
zbMATH Keywords: option
zbMATH Keywords: arbitrage
zbMATH Keywords: no arbitrage opportunities
zbMATH Keywords: Bellman-Isaacs equations
zbMATH Keywords: multivalued mapping
zbMATH Keywords: semicontinuity
zbMATH Keywords: continuity
zbMATH Keywords: modulus of continuity
zbMATH Keywords: Lipschitz functions
author: S. N. Smirnov
MaRDI profile type: Publication
full work available at URL: 978-3-030-23699-1 14
OpenAlex ID: W2977083776
description: scientific article; zbMATH DE number 7135927