Pages that link to "Item:Q5853613"
From MaRDI portal
The following pages link to A Numerical Scheme for the Quantile Hedging Problem (Q5853613):
Displaying 4 items.
- A fitted finite volume method for stochastic optimal control problems in finance (Q2144798) (← links)
- Optimal management of pumped hydroelectric production with state constrained optimal control (Q2246663) (← links)
- Limit equations of adaptive Erlangization and their application to environmental management (Q6052338) (← links)
- Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)