"A Stochastic Maximum Principle for a Markov Regime-Switching ..."

Emel Savku, Gerhard-Wilhelm Weber (2018)

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DOI: 10.1007/S10957-017-1159-3

access: closed

type: Journal Article

metadata version: 2020-04-07

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Emel Savku, Gerhard-Wilhelm Weber:
A Stochastic Maximum Principle for a Markov Regime-Switching Jump-Diffusion Model with Delay and an Application to Finance. J. Optim. Theory Appl. 179(2): 696-721 (2018)

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