scientific article

zbMath1407.91219MaRDI QIDQ3120175

Iván Degano, Alfredo L. González, Sebastian E. Ferrando

Publication date: 1 March 2019

Full work available at URL: http://online.watsci.org/contents2019/v26n1b.html

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

dynamic programminghedgingarbitrageminmax optimizationfair price boundsnon-probabilistic market models

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Dynamic programming (90C39) Existence of solutions for minimax problems (49J35) Financial applications of other theories (91G80) Derivative securities (option pricing, hedging, etc.) (91G20) Optimality conditions for minimax problems (49K35) Portfolio theory (91G10)

Cites Work

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