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	Nonzero-Sum Stochastic Differential Portfolio Games under a Markovian Regime Switching Model
	Ma, Chaoqun[1]; Wu, Hui[1]; Lin, Xiang[2]
	2015
卷号	2015
URL标识	查看原文
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/5903273
专题	浙江工商大学
作者单位	1.[1]Hunan Univ, Sch Business, Changsha 410082, Hunan, Peoples R China 2.[2]Zhejiang Gongshang Univ, Sch Finance, Hangzhou 310018, Zhejiang, Peoples R China
推荐引用方式 GB/T 7714	Ma, Chaoqun[1],Wu, Hui[1],Lin, Xiang[2]. Nonzero-Sum Stochastic Differential Portfolio Games under a Markovian Regime Switching Model[J],2015,2015.
APA	Ma, Chaoqun[1],Wu, Hui[1],&Lin, Xiang[2].(2015).Nonzero-Sum Stochastic Differential Portfolio Games under a Markovian Regime Switching Model.,2015.
MLA	Ma, Chaoqun[1],et al."Nonzero-Sum Stochastic Differential Portfolio Games under a Markovian Regime Switching Model".2015(2015).

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