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scientific article; zbMATH DE number 7291879
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scientific article; zbMATH DE number 7291879

    Statements

    publication date
    11 January 2021
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    zbMATH Keywords
    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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    author
    Sergey N. Smirnov
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    Identifiers

    zbMATH DE Number
    7291879
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