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Academic Titles:Professor
Degree:Doctoral Degree in Science
Status:Employed
School/Department:School of Mathematics

Shi Jingtao

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Gender:Male

Education Level:With Certificate of Graduation for Doctorate Study

Alma Mater:Shandong University

Paper Publications

A Stochastic Maximum Principle for Optimal Control of Jump Diffusions and Applications to Finance
Release Time:2019-04-13 | Hits:

Institution:数学学院

Title of Paper:A Stochastic Maximum Principle for Optimal Control of Jump Diffusions and Applications to Finance

Journal:应用概率统计/Chinese Journal of Applied Probability

First Author:Shi Jingtao

All the Authors:吴臻

Indexed by:Unit Twenty Basic Research

Document Code:lw-100014

Volume:27

Issue:2

Page Number:127-137

Translation or Not:No

Date of Publication:2011-04