A Stochastic Target Approach for P&L Matching Problems (Q2925345): Difference between revisions
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Revision as of 10:02, 5 March 2024
scientific article
Language | Label | Description | Also known as |
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English | A Stochastic Target Approach for P&L Matching Problems |
scientific article |
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A Stochastic Target Approach for P&L Matching Problems (English)
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21 October 2014
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stochastic target problem
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discontinuous viscosity solutions
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quantile hedging
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