Release Time:2019-04-13 |
Hits:
Shi Jingtao
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Gender:Male
Education Level:With Certificate of Graduation for Doctorate Study
Alma Mater:Shandong University
Paper Publications
Maximum Principle for Risk-Sensitive Stochastic Optimal Control Problem and Applications to Finance
Institution:数学学院
Title of Paper:Maximum Principle for Risk-Sensitive Stochastic Optimal Control Problem and Applications to Finance
Journal:Stochastic analysis and applications
First Author:Shi Jingtao
All the Authors:吴臻
Indexed by:Unit Twenty Basic Research
Document Code:lw-136831
Volume:30
Issue:6
Page Number:997-1018
Translation or Not:No
Date of Publication:2012-11
Included Journals:SCI