The Stochastic Maximum Principle for a Jump-Diffusion Mean-Field Model Involving Impulse Controls and Applications in Finance
Crossref DOI link: https://doi.org/10.1007/s11424-018-8095-7
Published Online: 2019-01-04
Published Print: 2020-02
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Li, Cailing
Liu, Zaiming
Wu, Jinbiao
Huang, Xiang
Text and Data Mining valid from 2019-01-04
Article History
Received: 3 April 2018
Revised: 11 August 2018
First Online: 4 January 2019