Pages that link to "Item:Q2808185"
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The following pages link to A Backward Dual Representation for the Quantile Hedging of Bermudan Options (Q2808185):
Displaying 3 items.
- A comparison principle for PDEs arising in approximate hedging problems: application to Bermudan options (Q1630416) (← links)
- A level-set approach for stochastic optimal control problems under controlled-loss constraints (Q2198527) (← links)
- A new Mertens decomposition of \(\mathscr{Y}^{g , \xi} \)-submartingale systems. Application to BSDEs with weak constraints at stopping times (Q6072905) (← links)
