Stochastic Target Problems with Controlled Loss (Q3162580): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 07:20, 4 February 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)
0 references
20 October 2010
0 references
stochastic target problem
0 references
discontinuous viscosity solutions
0 references
quantile hedging
0 references
