Stochastic Differential Games with Multiple Modes and...

Stochastic Analysis and Applications 2007 / 06 Vol. 25; Iss. 4

Stochastic Differential Games with Multiple Modes and Applications to Portfolio Optimization

Basu, Arnab, Ghosh, Mrinal K.
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Volume:
25
Language:
english
Journal:
Stochastic Analysis and Applications
DOI:
10.1080/07362990701420126
Date:
June, 2007
File:
PDF, 186 KB
english, 2007
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