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The maximum principle for a jump-diffusion mean-field model and its application to the mean–variance problem

✍ Scribed by Shen, Yang; Siu, Tak Kuen

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

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Sufficient Stochastic Maximum Principle

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