带泊松跳的线性Markov切换系统的随机微分博弈及在金融市场中的应用
杨璐,张成科,朱怀念
Stochastic Differential Game for Linear Markov Switching System with Poisson Jumps and Its Application to Financial Market
YANG Lu,ZHANG Chengke, ZHU Huainian
系统科学与数学
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2018, (5): 537
-552
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DOI: 10.12341/jssms13399