Q5143140 (Q5143140): Difference between revisions
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Revision as of 04:46, 29 February 2024
scientific article; zbMATH DE number 7291879
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scientific article; zbMATH DE number 7291879 |
Statements
11 January 2021
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guaranteed estimates
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deterministic price dynamics
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super-replication
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option
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arbitrage
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absence of arbitrage opportunities
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Bellman-Isaacs equations
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mixed strategies
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game equilibrium
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no trading constraints
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risk-neutral measures
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