A stochastic target approach for P\&L matching problems (Q2925345)
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scientific article; zbMATH DE number 6359619
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A stochastic target approach for P\&L matching problems |
scientific article; zbMATH DE number 6359619 |
Statements
21 October 2014
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stochastic target problem
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discontinuous viscosity solutions
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quantile hedging
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A stochastic target approach for P\&L matching problems (English)
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