Trajectory based market models, evaluation of minmax price bounds (Q4609640)
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scientific article; zbMATH DE number 6856147
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| default for all languages | No label defined |
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| English | Trajectory based market models, evaluation of minmax price bounds |
scientific article; zbMATH DE number 6856147 |
Statements
5 April 2018
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non-probabilistic market models
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arbitrage
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fair price bounds
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minmax optimization
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dynamic programming
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hedging
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0.9986872673034668
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0.8868004679679871
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0.776397705078125
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0.7582663297653198
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0.7577939033508301
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