An optimal transport approach for the multiple quantile hedging problem (Q6446019)

From MaRDI portal





scientific article; zbMATH DE number 902303134
Language Label Description Also known as
default for all languages
No label defined
    English
    An optimal transport approach for the multiple quantile hedging problem
    scientific article; zbMATH DE number 902303134

      Statements

      2 August 2023
      0 references
      math.PR
      0 references
      q-fin.CP
      0 references
      0 references
      0 references

      Identifiers

      0 references