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A Stochastic Maximum Principle for a Markov Regime-Switching Jump-Diffusion Model with Delay and an Application to Finance
Savku, Emel, Weber, Gerhard-WilhelmLanguage:
english
Journal:
Journal of Optimization Theory and Applications
DOI:
10.1007/s10957-017-1159-3
Date:
August, 2017
File:
PDF, 553 KB
english, 2017