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	Nonzero-Sum Stochastic Differential Portfolio Games under a Markovian Regime Switching Model
	Ma, Chaoqun; Wu, Hui; Lin, Xiang
刊名	Mathematical Problems in Engineering
	2015
卷号	Vol.2015
ISSN号	1024-123X
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/6090402
专题	湖南大学
作者单位	1.Business School of Hunan University, Changsha 2.410082, China 3.School of Finance, Zhejiang Gongshang University, Hangzhou 4.310018, China
推荐引用方式 GB/T 7714	Ma, Chaoqun,Wu, Hui,Lin, Xiang. Nonzero-Sum Stochastic Differential Portfolio Games under a Markovian Regime Switching Model[J]. Mathematical Problems in Engineering,2015,Vol.2015.
APA	Ma, Chaoqun,Wu, Hui,&Lin, Xiang.(2015).Nonzero-Sum Stochastic Differential Portfolio Games under a Markovian Regime Switching Model.Mathematical Problems in Engineering,Vol.2015.
MLA	Ma, Chaoqun,et al."Nonzero-Sum Stochastic Differential Portfolio Games under a Markovian Regime Switching Model".Mathematical Problems in Engineering Vol.2015(2015).

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