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