A Stochastic Maximum Principle for a Markov...

A Stochastic Maximum Principle for a Markov Regime-Switching Jump-Diffusion Model with Delay and an Application to Finance

Savku, Emel, Weber, Gerhard-Wilhelm
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Language:
english
Journal:
Journal of Optimization Theory and Applications
DOI:
10.1007/s10957-017-1159-3
Date:
August, 2017
File:
PDF, 553 KB
english, 2017
Conversion to is in progress
Conversion to is failed