Stochastic Differential Game for Linear Markov Switching System with Poisson Jumps and Its Application to Financial Market
YANG Lu,ZHANG Chengke, ZHU Huainian
Journal of System Science and Mathematical Science Chinese Series ›› 2018, Vol. 38 ›› Issue (5) : 537-552.
Stochastic Differential Game for Linear Markov Switching System with Poisson Jumps and Its Application to Financial Market
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