A Stochastic Maximum Principle for a Markov Regime-Switching Jump-Diffusion Model with Delay and an Application to Finance
Crossref DOI link: https://doi.org/10.1007/s10957-017-1159-3
Published Online: 2017-08-25
Published Print: 2018-11
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Savku, Emel http://orcid.org/0000-0001-8731-2928
Weber, Gerhard-Wilhelm
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