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| CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS
2011 27 (2):
127-137
ISSN: 1001-4268: CN: 31-1256 / O1 |
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A Stochastic Maximum Principle for Optimal Control
of Jump Diffusions and Applications to Finance |
| Shi Jingtao,Wu Zhen |
| School of Mathematics, Shandong University |
| Received null Revised null Online 2011-05-15 |
| Reference |
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| Corresponding author: Shi Jingtao |
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