Nonzero-sum stochastic differential portfolio games under a Markovian regime switching model
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Publication:1666474
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Cited in
(5)- Stochastic differential game for linear Markov switching system with Poisson jumps and its application to financial market
- A regime-switching model with applications to finance: Markovian and non-Markovian cases
- Optimal stochastic investment games under Markov regime switching market
- Stochastic differential portfolio games
- Stochastic differential games for optimal investment problems in a Markov regime-switching jump-diffusion market
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