Stochastic Target Problems with Controlled Loss (Q3162580): Difference between revisions
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Latest revision as of 10:54, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Target Problems with Controlled Loss |
scientific article |
Statements
Stochastic Target Problems with Controlled Loss (English)
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20 October 2010
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stochastic target problem
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discontinuous viscosity solutions
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quantile hedging
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