Generalized stochastic target problems for pricing and partial hedging under loss constraints -- application in optimal book liquidation (Q1936827)
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scientific article; zbMATH DE number 6135141
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized stochastic target problems for pricing and partial hedging under loss constraints -- application in optimal book liquidation |
scientific article; zbMATH DE number 6135141 |
Statements
Generalized stochastic target problems for pricing and partial hedging under loss constraints -- application in optimal book liquidation (English)
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7 February 2013
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stochastic target problems
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state constraints
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pricing under risk constraint
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book liquidation
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