A stochastic target approach for P\&L matching problems (Q2925345)
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scientific article; zbMATH DE number 6359619
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| English | A stochastic target approach for P\&L matching problems |
scientific article; zbMATH DE number 6359619 |
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21 October 2014
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stochastic target problem
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discontinuous viscosity solutions
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quantile hedging
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A stochastic target approach for P\&L matching problems (English)
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0.780413806438446
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0.761384904384613
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0.7363184094429016
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0.7323799133300781
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0.7298901081085205
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