The Stochastic Maximum Principle for a Jump-Diffusion Mean-Field Model Involving Impulse Controls and Applications in Finance

LI Cailing · LIU Zaiming · WU Jinbiao · HUANG Xiang

Journal of Systems Science & Complexity ›› 2020, Vol. 33 ›› Issue (1) : 26-42.

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中国科学院数学与系统科学研究院期刊网
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Journal of Systems Science & Complexity ›› 2020, Vol. 33 ›› Issue (1) : 26-42. DOI: 10.1007/s11424-018-8095-7

The Stochastic Maximum Principle for a Jump-Diffusion Mean-Field Model Involving Impulse Controls and Applications in Finance

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Complexity, 2020, 33(1): 26-42 https://doi.org/10.1007/s11424-018-8095-7

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