The maximum principle for a jump-diffusion mean-field model and its application to the mean–variance problem

By Yang Shen, Tak Kuen Siu. 2013

96 citations recorded by the source corpus.

Subfields: Demography, Finance

View Paper: https://www.semanticscholar.org/paper/29eed900f646124a6b4bb6e00a6337ce6de04bfa