Stochastic Maximum Principle for Forward-Backward Regime Switching Jump Diffusion Systems and Applications to Finance
Crossref DOI link: https://doi.org/10.1007/s11401-018-0095-3
Published Online: 2018-10-13
Published Print: 2018-09
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Lv, Siyu
Wu, Zhen
Text and Data Mining valid from 2018-09-01
Article History
Received: 3 December 2015
Revised: 17 August 2016
First Online: 13 October 2018