Mean-Field Maximum Principle for Optimal Control of Forward–Backward Stochastic Systems with Jumps and its Application to Mean-Variance Portfolio Problem
Crossref DOI link: https://doi.org/10.1007/s40304-015-0054-1
Published Online: 2015-05-29
Published Print: 2015-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Hafayed, Mokhtar
Tabet, Moufida
Boukaf, Samira
Text and Data Mining valid from 2015-05-29