Nonzero-sum stochastic differential portfolio games under a Markovian regime switching model
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Publication:1666474
DOI10.1155/2015/738181zbMATH Open1395.91414OpenAlexW2019919794WikidataQ59119088 ScholiaQ59119088MaRDI QIDQ1666474FDOQ1666474
Authors: Hui Wu, Xiang Lin, Chaoqun Ma 
Publication date: 27 August 2018
Published in: Mathematical Problems in Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2015/738181
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Cited In (5)
- A regime-switching model with applications to finance: Markovian and non-Markovian cases
- Stochastic differential games for optimal investment problems in a Markov regime-switching jump-diffusion market
- Optimal stochastic investment games under Markov regime switching market
- Stochastic differential portfolio games
- Stochastic differential game for linear Markov switching system with Poisson jumps and its application to financial market
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