Pages that link to "Item:Q2925345"
From MaRDI portal
The following pages link to A Stochastic Target Approach for P&L Matching Problems (Q2925345):
Displaying 5 items.
- Hedging under multiple risk constraints (Q522054) (← links)
- A comparison principle for PDEs arising in approximate hedging problems: application to Bermudan options (Q1630416) (← links)
- Stochastic target games with controlled loss (Q2454400) (← links)
- A Backward Dual Representation for the Quantile Hedging of Bermudan Options (Q2808185) (← links)
- Hedging Under an Expected Loss Constraint with Small Transaction Costs (Q3188153) (← links)
