A Note on Transition Kernels for the Most Unfavourable Mixed Strategies of the Market
Author:
Funder
Moscow Center of Fundamental and Applied Mathematics
Publisher
Springer Science and Business Media LLC
Subject
Management Science and Operations Research
Link
https://link.springer.com/content/pdf/10.1007/s40305-023-00490-4.pdf
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5. Bernhard, P., Engwerda, J.C., Roorda, B., Schumacher, J., Kolokoltsov, V., Saint-Pierre, P., Aubin, J.-P.: The Interval Market Model in Mathematical Finance: Game-Theoretic Methods. Springer, New York (2013)
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1. Structural Stability of the Financial Market Model: Continuity of Superhedging Price and Model Approximation;Journal of the Operations Research Society of China;2023-12-19
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