Maximum Principle of Optimal Stochastic Control with Terminal State Constraint and Its Application in Finance

ZHUO Yu

系统科学与复杂性(英文) ›› 2018, Vol. 31 ›› Issue (4) : 907-926.

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系统科学与复杂性(英文) ›› 2018, Vol. 31 ›› Issue (4) : 907-926. DOI: 10.1007/s11424-018-6212-2

Maximum Principle of Optimal Stochastic Control with Terminal State Constraint and Its Application in Finance

    ZHUO Yu
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Maximum Principle of Optimal Stochastic Control with Terminal State Constraint and Its Application in Finance

    ZHUO Yu
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{{article.zuoZheCn_L}}. {{article.title_cn}}. {{journal.qiKanMingCheng_CN}}, 2018, 31(4): 907-926 https://doi.org/10.1007/s11424-018-6212-2
{{article.zuoZheEn_L}}. {{article.title_en}}. {{journal.qiKanMingCheng_EN}}, 2018, 31(4): 907-926 https://doi.org/10.1007/s11424-018-6212-2
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