The maximum principle for a jump-diffusion mean-field model and its application to the mean-variance problem (Q392462)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The maximum principle for a jump-diffusion mean-field model and its application to the mean-variance problem |
scientific article |
Statements
The maximum principle for a jump-diffusion mean-field model and its application to the mean-variance problem (English)
0 references
14 January 2014
0 references
