Hits:
Affiliation of Author(s):中泰证券金融研究院
Journal:Mathematical Problems in Engineering
First Author:Shaolin Ji
Indexed by:Applied Research
Document Code:lw-190243
Translation or Not:no
Date of Publication:2016-11-01
Pre One:Terminal perturbation method for the backward approach to continuous time mean-variance portfolio selection
Next One:Fully coupled forward-backward stochastic differential equations on Markov chains