A General Stochastic Maximum Principle for a Markov Regime Switching Jump-Diffusion Model of Mean-Field Type | 1 | 0.40 | 2018 |
Maximum Principle for Markov Regime-Switching Forward-Backward Stochastic Control System with Jumps and Relation to Dynamic Programming. | 2 | 0.46 | 2018 |
Mean-variance portfolio selection under a constant elasticity of variance model | 5 | 0.54 | 2014 |
A Stochastic Maximum Principle for a Markov Regime-Switching Jump-Diffusion Model and Its Application to Finance | 16 | 1.58 | 2012 |
Portfolio Selection in the Enlarged Markovian Regime-Switching Market | 4 | 0.51 | 2010 |