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This paper considers the problem of option pricing in finance. Using a minimax approach, the authors construct a game between Nature and an Investor, prove that the game value of this game converges to the classic Black-Scholes option price, and give an explicit hedging strategy that achieves this value. Clarity: This is a very math-heavy paper. Unfortunately, I am not very knowledgeable in the area of stochastic calculus, so I am unable to verify the correctness of the proofs in the paper and in the 14-page supplementary material. The authors do provide a reference to a standard book in stochastic calculus, but unfortunately I do not have the time to familiarize myself with the material.