A unified framework for robust modelling of financial markets in discrete time (Q2049549)
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scientific article; zbMATH DE number 7387033
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A unified framework for robust modelling of financial markets in discrete time |
scientific article; zbMATH DE number 7387033 |
Statements
A unified framework for robust modelling of financial markets in discrete time (English)
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27 August 2021
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robust pricing and hedging
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superhedging
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model-independent arbitrage
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dynamic programming principle
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0.8790417
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0.87185746
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0.86968243
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0.86686116
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0.86666095
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0.8650794
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