A Numerical Scheme for the Quantile Hedging Problem (Q5853613)
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scientific article; zbMATH DE number 7319376
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Numerical Scheme for the Quantile Hedging Problem |
scientific article; zbMATH DE number 7319376 |
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A Numerical Scheme for the Quantile Hedging Problem (English)
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11 March 2021
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quantile hedging
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BSDEs
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monotone approximation schemes
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