output
20102026
most citedBoolean delay equations on networks: An application to economic damage propagation

23 citations

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math.PR2023

An optimal transport approach for the multiple quantile hedging problem

Cyril Bénézet, Jean-François Chassagneux, Mohan Yang

We consider the multiple quantile hedging problem, which is a class of partial hedging problems containing as special examples the quantile hedging problem (F{ö}llmer \& Leukert 19…