Pages that link to "Item:Q522054"
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The following pages link to Hedging under multiple risk constraints (Q522054):
Displaying 4 items.
- A comparison principle for PDEs arising in approximate hedging problems: application to Bermudan options (Q1630416) (← links)
- Statistical learning for probability-constrained stochastic optimal control (Q2029386) (← links)
- A Backward Dual Representation for the Quantile Hedging of Bermudan Options (Q2808185) (← links)
- Dual Representation of the Cost of Designing a Portfolio Satisfying Multiple Risk Constraints (Q5241902) (← links)
