Guaranteed deterministic approach to superhedging: mixed strategies and game equilibrium (Q2691547): Difference between revisions

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Latest revision as of 19:10, 31 July 2024

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Guaranteed deterministic approach to superhedging: mixed strategies and game equilibrium
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    Guaranteed deterministic approach to superhedging: mixed strategies and game equilibrium (English)
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    29 March 2023
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    guaranteed estimate
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    deterministic price dynamics
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    superreplication
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    option
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    arbitrage
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    absence of arbitrage opportunities
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    Bellman-Isaacs equation
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    multivalued mapping
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    mixed strategy
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    game equilibrium
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