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Maximum principle for forward-backward stochastic control system with random jumps and applications to finance

✍ Scribed by Jingtao Shi; Zhen Wu

Publisher: Academy of Mathematics and Systems Science, Chinese Academy of Sciences
Year: 2010
Tongue: English
Weight: 208 KB
Volume: 23
Category: Article
ISSN: 1009-6124
DOI: 10.1007/s11424-010-7224-8

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