Stochastic maximum principle for stochastic recursive optimal control problem under volatility ambiguity
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Institution:中泰证券金融研究院
Title of Paper:Stochastic maximum principle for stochastic recursive optimal control problem under volatility ambiguity
Journal:SIAM J. CONTROL OPTIM.
First Author:胡明尚
All the Authors:Shaolin Ji
Document Code:lw-183668
Translation or Not:No
Date of Publication:2016-08
Release Time:2019-04-14