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"A Numerical Scheme for the Quantile Hedging Problem."

Cyril Bénézet, Jean-François Chassagneux, Christoph Reisinger (2021)

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DOI: 10.1137/19M1267477

access: closed

type: Journal Article

metadata version: 2021-04-29

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  - journals/siamfm/BenezetCR21
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  - https://dblp.org/rec/journals/siamfm/BenezetCR21
Cyril Bénézet, Jean-François Chassagneux, Christoph Reisinger:
A Numerical Scheme for the Quantile Hedging Problem. SIAM J. Financial Math. 12(1): 110-157 (2021)

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