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	Stochastic Maximum Principle for Forward-Backward Regime Switching Jump Diffusion Systems and Applications to Finance
	Siyu LV; Zhen WU
刊名	Chinese Annals of Mathematics ; Series B
	2018
期号	05页码:773-790
关键词	Stochastic maximum principle Dynamic programming principle Forward-backward stochastic differential equation Regime switching Jump diffusion
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/4576279
专题	山东大学
作者单位	1.Shandong University. 2.School of Mathematics. 3.Southeast University
推荐引用方式 GB/T 7714	Siyu LV,Zhen WU. Stochastic Maximum Principle for Forward-Backward Regime Switching Jump Diffusion Systems and Applications to Finance[J]. Chinese Annals of Mathematics, Series B,2018(05):773-790.
APA	Siyu LV,&Zhen WU.(2018).Stochastic Maximum Principle for Forward-Backward Regime Switching Jump Diffusion Systems and Applications to Finance.Chinese Annals of Mathematics(05),773-790.
MLA	Siyu LV,et al."Stochastic Maximum Principle for Forward-Backward Regime Switching Jump Diffusion Systems and Applications to Finance".Chinese Annals of Mathematics .05(2018):773-790.

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