A guaranteed deterministic approach to superhedging: financial market model, trading constraints and Bellman-Isaacs equations (Q3120795)
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scientific article; zbMATH DE number 7038032
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| English | A guaranteed deterministic approach to superhedging: financial market model, trading constraints and Bellman-Isaacs equations |
scientific article; zbMATH DE number 7038032 |
Statements
19 March 2019
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guaranteed estimates
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deterministic price dynamics
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super-replication
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option
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arbitrage
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absence of arbitrage opportunities
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Bellman-Isaacs equations
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multi-valued mapping
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0.9944922924041748
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0.9266432523727416
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0.9103217720985411
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0.9061047434806824
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