A Stochastic Target Approach for P&L Matching Problems (Q2925345): Difference between revisions

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Latest revision as of 05:29, 9 July 2024

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A Stochastic Target Approach for P&L Matching Problems
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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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