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	A Maximum Principle for Fully Coupled Forward-Backward Stochastic Control System Driven by Levy Process with Terminal State Constraints
	Huang, Hong; Wang, Xiangrong; Liu, Meijuan
刊名	JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY
	2018
卷号	31期号:4页码:859-874
关键词	Forward-backward stochastic control system driven by Levy process maximum principle optimal portfolio terminal state constraint
DOI	10.1007/s11424-017-6209-2
URL标识	查看原文
公开日期	[db:dc_date_available]
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/4563099
专题	山东大学
作者单位	1.Shandong Univ Sci & Technol, Inst Financial Engn, Qingdao 266590, Peoples R China. 2.Shand
推荐引用方式 GB/T 7714	Huang, Hong,Wang, Xiangrong,Liu, Meijuan. A Maximum Principle for Fully Coupled Forward-Backward Stochastic Control System Driven by Levy Process with Terminal State Constraints[J]. JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY,2018,31(4):859-874.
APA	Huang, Hong,Wang, Xiangrong,&Liu, Meijuan.(2018).A Maximum Principle for Fully Coupled Forward-Backward Stochastic Control System Driven by Levy Process with Terminal State Constraints.JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY,31(4),859-874.
MLA	Huang, Hong,et al."A Maximum Principle for Fully Coupled Forward-Backward Stochastic Control System Driven by Levy Process with Terminal State Constraints".JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY 31.4(2018):859-874.

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