Guaranteed deterministic approach to superhedging: structural stability and approximation (Q2130718)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Guaranteed deterministic approach to superhedging: structural stability and approximation |
scientific article |
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Guaranteed deterministic approach to superhedging: structural stability and approximation (English)
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25 April 2022
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guaranteed bounds
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deterministic price dynamics
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superreplication
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option
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structural stability
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robust no-arbitrage condition
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Bellman-Isaacs equations
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multivalued map
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mixed strategies
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game equilibrium
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continuity modulus
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Lipschitz property
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approximation accuracy
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