Stochastic Target Problems with Controlled Loss in Jump Diffusion Models (Q3224976)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Target Problems with Controlled Loss in Jump Diffusion Models |
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Stochastic Target Problems with Controlled Loss in Jump Diffusion Models (English)
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13 March 2012
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stochastic target problem
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mixed diffusion process
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discontinuous viscosity solutions
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quantile hedging
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