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Guaranteed Deterministic Approach to Superhedging: Most Unfavorable Scenarios of Market Behavior and the Moment Problem.

S. N. Smirnov
Published in: Autom. Remote. Control. (2022)
Keyphrases
  • decision making
  • market participants
  • databases
  • case study
  • database
  • real world
  • artificial intelligence
  • electronic commerce
  • learning scenarios
  • human behavior
  • stock price
  • randomized algorithms
  • foreign exchange