A Stochastic Target Approach for P&L Matching Problems (Q2925345)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A Stochastic Target Approach for P&L Matching Problems |
scientific article |
Statements
A Stochastic Target Approach for P&L Matching Problems (English)
0 references
21 October 2014
0 references
stochastic target problem
0 references
discontinuous viscosity solutions
0 references
quantile hedging
0 references