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Weak Necessary and Sufficient Stochastic Maximum Principle for Markovian Regime-Switching Diffusion Models
Li, Yusong, Zheng, HarryVolume:
71
Language:
english
Journal:
Applied Mathematics & Optimization
DOI:
10.1007/s00245-014-9252-6
Date:
February, 2015
File:
PDF, 392 KB
english, 2015