Work

Stochastic maximum principle for partially observed forward-backward stochastic differential equations with jumps and regime switching

Year: 2018

Type: article

Source: Science China Information Sciences

DOI: 10.1007/s11432-017-9267-0

Authors: Shuaiqi Zhang, Jie Xiong, Xiangdong Liu

Institutions: Guangdong University of Technology, University of Macau, Southern University of Science and Technology, Jinan University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2803463809

FWCI: 3.631

Cites: 19

Cited by: 24

Related to: 10