PORTFOLIO OPTIMIZATION UNDER A QUANTILE HEDGING CONSTRAINT (Q4555858)
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scientific article; zbMATH DE number 6983648
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PORTFOLIO OPTIMIZATION UNDER A QUANTILE HEDGING CONSTRAINT |
scientific article; zbMATH DE number 6983648 |
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PORTFOLIO OPTIMIZATION UNDER A QUANTILE HEDGING CONSTRAINT (English)
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23 November 2018
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quantile hedging constraints
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optimal control
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viscosity solutions
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