✦ LIBER ✦

A Stochastic Maximum Principle for a Markov Regime-Switching Jump-Diffusion Model and Its Application to Finance

✍ Scribed by Zhang, Xin; Elliott, Robert J.; Siu, Tak Kuen

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A stochastic maximum principle for syste

✍ Abel Cadenillas 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 178 KB

Sufficient Stochastic Maximum Principle

✍ N.C. Framstad; B. Øksendal; A. Sulem 📂 Article 📅 2004 🏛 Springer 🌐 English ⚖ 141 KB

Sufficient Stochastic Maximum Principle

✍ N. C. Framstad; B. Øksendal; A. Sulem 📂 Article 📅 2005 🏛 Springer 🌐 English ⚖ 46 KB