Pages that link to "Item:Q3224976"
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The following pages link to Stochastic Target Problems with Controlled Loss in Jump Diffusion Models (Q3224976):
Displayed 9 items.
- Stochastic Perron for stochastic target problems (Q328468) (← links)
- A comparison principle for PDEs arising in approximate hedging problems: application to Bermudan options (Q1630416) (← links)
- Backward reachability approach to state-constrained stochastic optimal control problem for jump-diffusion models (Q2110493) (← links)
- On the controller-stopper problems with controlled jumps (Q2318101) (← links)
- BSDEs with weak terminal condition (Q2338910) (← links)
- Stochastic target games with controlled loss (Q2454400) (← links)
- Hedging Under an Expected Loss Constraint with Small Transaction Costs (Q3188153) (← links)
- Dual Representation of the Cost of Designing a Portfolio Satisfying Multiple Risk Constraints (Q5241902) (← links)
- A Numerical Scheme for the Quantile Hedging Problem (Q5853613) (← links)