Maximum principle for forward-backward stochastic control system with random jumps and applications to finance

Verfasser / Beitragende:
[Jingtao Shi, Zhen Wu]
Ort, Verlag, Jahr:
2010
Enthalten in:
Journal of Systems Science and Complexity, 23/2(2010-04-01), 219-231
Format:
Artikel (online)
ID: 445137584