Equilibrium for a Time-Inconsistent Stochastic Linear–Quadratic Control System with Jumps and Its Application to the Mean-Variance Problem
Crossref DOI link: https://doi.org/10.1007/s10957-018-01471-x
Published Online: 2019-01-22
Published Print: 2019-05
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Sun, Zhongyang http://orcid.org/0000-0003-4410-3346
Guo, Xianping
Text and Data Mining valid from 2019-01-22
Article History
Received: 28 June 2018
Accepted: 31 December 2018
First Online: 22 January 2019