A Guaranteed Deterministic Approach to Superhedging: Financial Market Model, Trading Constraints, and the Bellman–Isaacs Equations
Crossref DOI link: https://doi.org/10.1134/S0005117921040081
Published Online: 2021-04-13
Published Print: 2021-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Smirnov, S. N.
Text and Data Mining valid from 2021-04-01
Version of Record valid from 2021-04-01
Article History
Received: 23 December 2018
Revised: 26 December 2018
Accepted: 26 December 2018
First Online: 13 April 2021