Maximum Principle of Optimal Stochastic Control with Terminal State Constraint and Its Application in Finance
Crossref DOI link: https://doi.org/10.1007/s11424-018-6212-2
Published Online: 2018-02-08
Published Print: 2018-08
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Zhuo, Yu
Text and Data Mining valid from 2018-02-08
Article History
Received: 21 September 2016
Revised: 27 March 2017
First Online: 8 February 2018