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4 research outputs found
Maximum principle for mean-field jump–diffusion stochastic delay differential equations and its application to finance
Author
Agram
Agram
+33Â more
Andersson
Bensoussan
Bismut
Buckdahn
Buckdahn
Buckdahn
Chang
Chen
Cvitanić
Du
Elsanosi
Framstad
Haadem
Kushner
Larssen
Lasry
Li
McKean
Meng
Meyer-Brandis
Peng
Peng Shi
Qingxin Meng
Shen
Shi
Tang
Yang Shen
Yong
Yu
Zhou
Øksendal
Øksendal
Øksendal
Publication venue
'Elsevier BV'
Publication date
Field of study
Full text link
Crossref
A Stochastic Portfolio Optimization Model with Bounded Memory
Author
Chang M.-H.
Fleming W. H.
+7Â more
Fouque J. P.
Kolmanovskii V. B.
Mohammed S.-E. A.
Mohammed S.-E. A.
Mou-Hsiung Chang
Tao Pang
Yipeng Yang
Publication venue
'Institute for Operations Research and the Management Sciences (INFORMS)'
Publication date
Field of study
No full text
Crossref