Pages that link to "Item:Q3578075"
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The following pages link to Numerical Approximation for a Superreplication Problem under Gamma Constraints (Q3578075):
Displaying 8 items.
- A comparison principle for PDEs arising in approximate hedging problems: application to Bermudan options (Q1630416) (← links)
- Backward reachability approach to state-constrained stochastic optimal control problem for jump-diffusion models (Q2110493) (← links)
- On the dynamic representation of some time-inconsistent risk measures in a Brownian filtration (Q2190063) (← links)
- A level-set approach for stochastic optimal control problems under controlled-loss constraints (Q2198527) (← links)
- State-Constrained Stochastic Optimal Control Problems via Reachability Approach (Q2822794) (← links)
- Semi-Lagrangian schemes for linear and fully non-linear diffusion equations (Q2840616) (← links)
- Error Estimates of Penalty Schemes for Quasi-Variational Inequalities Arising from Impulse Control Problems (Q5210849) (← links)
- A Numerical Scheme for the Quantile Hedging Problem (Q5853613) (← links)