A Guaranteed Deterministic Approach to Superhedging—The Case of Convex Payoff Functions on Options
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Cited by:
- Sergey Smirnov, 2022. "Correction: Smirnov, S. A Guaranteed Deterministic Approach to Superhedging—The Case of Convex Payoff Functions on Options. Mathematics 2019, 7 , 1246," Mathematics, MDPI, vol. 10(23), pages 1-4, November.
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Keywords
guaranteed estimates; deterministic price dynamics; super-replication; option; no arbitrage condition; Bellman-Isaacs equations; multi-valued mapping; semi-continuity; mixed strategies; game equilibrium; convex payoff functions;All these keywords.
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