Stochastic Target Problems with Controlled Loss in Jump Diffusion Models (Q3224976): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
Set OpenAlex properties.
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1137/100802268 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2282526706 / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 03:20, 20 March 2024

scientific article
Language Label Description Also known as
English
Stochastic Target Problems with Controlled Loss in Jump Diffusion Models
scientific article

    Statements

    Stochastic Target Problems with Controlled Loss in Jump Diffusion Models (English)
    0 references
    0 references
    13 March 2012
    0 references
    stochastic target problem
    0 references
    mixed diffusion process
    0 references
    discontinuous viscosity solutions
    0 references
    quantile hedging
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references