Maximum Principle for Risk-Sensitive Stochastic Optimal...

Maximum Principle for Risk-Sensitive Stochastic Optimal Control Problem and Applications to Finance

Shi, Jingtao, Wu, Zhen
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Volume:
30
Language:
english
Journal:
Stochastic Analysis and Applications
DOI:
10.1080/07362994.2012.727138
Date:
November, 2012
File:
PDF, 277 KB
english, 2012
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