CHINESE JOURNAL OF APPLIED PROBABILITY AND STATIST     2011 27 (2):  127-137    ISSN: 1001-4268:  CN: 31-1256

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  

Corresponding author: Shi Jingtao