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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

Document Code:lw-183668

Issue:2

Number of Words:40

Translation or Not:No

Date of Publication:2016-08

Release Time:2025-09-26