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A Guaranteed Deterministic Approach to Superhedging: Financial Market Model, Trading Constraints, and the Bellman-Isaacs Equations.

S. N. Smirnov
Published in: Autom. Remote. Control. (2021)
Keyphrases
  • mathematical model
  • financial markets
  • parameter estimation
  • probabilistic model
  • knowledge base
  • state space
  • information extraction
  • finite state automaton