Guaranteed deterministic approach to superhedging: a numerical experiment (Q2130707)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Guaranteed deterministic approach to superhedging: a numerical experiment
scientific article

    Statements

    Guaranteed deterministic approach to superhedging: a numerical experiment (English)
    0 references
    0 references
    0 references
    25 April 2022
    0 references
    Bellman-Isaacs equation
    0 references
    superhedging
    0 references

    Identifiers