Guaranteed deterministic approach to superhedging: mixed strategies and game equilibrium
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Publication:2691547
DOI10.1134/S0005117922012013XOpenAlexW4327641239MaRDI QIDQ2691547
Publication date: 29 March 2023
Published in: Automation and Remote Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1134/s0005117922012013x
superreplicationBellman-Isaacs equationmultivalued mappingoptionarbitragemixed strategyabsence of arbitrage opportunitiesdeterministic price dynamicsgame equilibriumguaranteed estimate
Cites Work
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