Pages that link to "Item:Q5853613"
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The following pages link to A Numerical Scheme for the Quantile Hedging Problem (Q5853613):
Displaying 6 items.
- On the shortfall risk control: a refinement of the quantile hedging method (Q254506) (← links)
- A fitted finite volume method for stochastic optimal control problems in finance (Q2144798) (← links)
- Optimal management of pumped hydroelectric production with state constrained optimal control (Q2246663) (← links)
- (Q5279811) (← links)
- Limit equations of adaptive Erlangization and their application to environmental management (Q6052338) (← links)
- Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)