The Stochastic Maximum Principle for a Jump-Diffusion Mean-Field Model Involving Impulse Controls and Applications in Finance

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• 来源
  《系统科学与复杂性：英文版》 |2020年第1期|26-42|共17页
• 作者

  LI Cailing; LIU Zaiming; WU Jinbiao; HUANG Xiang;

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• 作者单位

  School of Mathematics and Statistics Central South University Changsha 410083 China;

  School of Mathematics and Statistics Central South University Changsha 410083 China;

  School of Mathematics and Statistics Central South University Changsha 410083 China;

  Research and Development Center Agricultural Bank of China Beijing 100161 China;

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• 原文格式 PDF
• 正文语种 eng
• 中图分类
• 关键词