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	Stochastic Maximum Principle for Forward-Backward Regime Switching Jump Diffusion Systems and Applications to Finance
	Lv, Siyu; Wu, Zhen
刊名	CHINESE ANNALS OF MATHEMATICS SERIES B
	2018
卷号	39期号:5页码:773-790
关键词	Stochastic maximum principle Dynamic programming principle Forward-backward stochastic differential equation Regime switching Jump diffusion
DOI	10.1007/s11401-018-0095-3
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/4568316
专题	山东大学
作者单位	1.Southeast Univ, Sch Math, Nanjing 211189, Jiangsu, Peoples R China. 2.Shandong Univ, Sch Math, Jinan 250100, Shandong, Peoples
推荐引用方式 GB/T 7714	Lv, Siyu,Wu, Zhen. Stochastic Maximum Principle for Forward-Backward Regime Switching Jump Diffusion Systems and Applications to Finance[J]. CHINESE ANNALS OF MATHEMATICS SERIES B,2018,39(5):773-790.
APA	Lv, Siyu,&Wu, Zhen.(2018).Stochastic Maximum Principle for Forward-Backward Regime Switching Jump Diffusion Systems and Applications to Finance.CHINESE ANNALS OF MATHEMATICS SERIES B,39(5),773-790.
MLA	Lv, Siyu,et al."Stochastic Maximum Principle for Forward-Backward Regime Switching Jump Diffusion Systems and Applications to Finance".CHINESE ANNALS OF MATHEMATICS SERIES B 39.5(2018):773-790.

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