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"A Numerical Scheme for the Quantile Hedging Problem."
Cyril Bénézet, Jean-François Chassagneux, Christoph Reisinger (2021)
- 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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