A Guaranteed Deterministic Approach to Superhedging: The Relationship between the Deterministic and Probabilistic Problem Statements without Trading Constraints

Autor:	S. N. Smirnov
Rok vydání:	2023
Předmět:	Statistics and Probability Statistics Probability and Uncertainty
Zdroj:	Theory of Probability & Its Applications. 67:548-569
ISSN:	1095-7219 0040-585X
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::b103bdbb4779be30e736be7674a7b10c https://doi.org/10.1137/s0040585x97t991143 Zobrazit plný text záznamu