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Stochastic maximum principle for stochastic recursive optimal control problem under volatility ambiguity

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Affiliation of Author(s):中泰证券金融研究院

Journal:SIAM J. CONTROL OPTIM.

All the Authors:Shaolin Ji

First Author:humingshang

Indexed by:Unit Twenty Basic Research

Document Code:lw-183668

Translation or Not:no

Date of Publication:2016-08-14

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