Guaranteed deterministic approach to superhedging: mixed strategies and game equilibrium (Q2691547): Difference between revisions
From MaRDI portal
Latest revision as of 19:10, 31 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Guaranteed deterministic approach to superhedging: mixed strategies and game equilibrium |
scientific article |
Statements
Guaranteed deterministic approach to superhedging: mixed strategies and game equilibrium (English)
0 references
29 March 2023
0 references
guaranteed estimate
0 references
deterministic price dynamics
0 references
superreplication
0 references
option
0 references
arbitrage
0 references
absence of arbitrage opportunities
0 references
Bellman-Isaacs equation
0 references
multivalued mapping
0 references
mixed strategy
0 references
game equilibrium
0 references
0 references
0 references
0 references
0 references