Martingale inequalities and deterministic counterparts (Q2514287)
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scientific article; zbMATH DE number 6394951
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Martingale inequalities and deterministic counterparts |
scientific article; zbMATH DE number 6394951 |
Statements
Martingale inequalities and deterministic counterparts (English)
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3 February 2015
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martingale inequality
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concave envelope
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fixed point
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robust hedging
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0.8525518774986267
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0.8315858840942383
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0.8124572038650513
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0.7724158763885498
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0.7716993093490601
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