A Stochastic Target Approach for P&L Matching Problems (Q2925345): Difference between revisions
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Revision as of 03:13, 20 March 2024
scientific article
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English | 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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