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scientific article

    Statements

    author
    Iván Degano
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    Alfredo L. González
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    Sebastian E. Ferrando
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    publication date
    1 March 2019
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    zbMATH Keywords
    non-probabilistic market models
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    arbitrage
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    fair price bounds
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    minmax optimization
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    dynamic programming
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    hedging
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    Identifiers

    Mathematics Subject Classification ID
    91G10
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    91G20
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    49J35
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    49K35
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    49L20
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    91G80
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    90C39
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    zbMATH DE Number
    7031483
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