Guaranteed Deterministic Approach to Superhedging: Structural Stability and Approximation |
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Authors: | Smirnov S. N. |
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Affiliation: | 1.Faculty of Computational Mathematics and Cybernetics, Lomonosov Moscow State University, Moscow, Russia ; |
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Abstract: | Computational Mathematics and Modeling - The discrete-time superreplication problem is considered in the guaranteed deterministic setting: the problem requires a guaranteed coverage of contingent... |
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