A guaranteed deterministic approach to superhedging: mixed strategies and game equilibrium (Q3299331)
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scientific article; zbMATH DE number 7224087
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| English | A guaranteed deterministic approach to superhedging: mixed strategies and game equilibrium |
scientific article; zbMATH DE number 7224087 |
Statements
22 July 2020
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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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multivalued mapping
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mixed strategies
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game equilibrium
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0.9981139898300172
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0.9579574465751648
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0.903936505317688
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0.9007193446159363
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