Hedging under multiple risk constraints (Q522054)
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scientific article; zbMATH DE number 6705623
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Hedging under multiple risk constraints |
scientific article; zbMATH DE number 6705623 |
Statements
Hedging under multiple risk constraints (English)
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13 April 2017
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multiple risk constraints
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Snell envelope
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dynamic programming
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shortfall risk
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asset-liability management
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0.814723551273346
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0.8145437240600586
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0.7946221828460693
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0.7930224537849426
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0.7911842465400696
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