Guaranteed deterministic approach to superhedging: mixed strategies and game equilibrium (Q2691547): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1134/s0005117922012013x / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W4327641239 / rank | |||
Normal rank | |||
Revision as of 10:09, 30 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
