Sufficient Stochastic Maximum Principle in a Regime-Switching Diffusion Model
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Author
Date
2011-10Type
- Journal Article
ETH Bibliography
yes
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Publication status
publishedExternal links
Journal / series
Applied Mathematics & OptimizationVolume
Pages / Article No.
Publisher
SpringerSubject
Sufficient maximum principle; Regime-switching; Optimal control; Mean-variance portfolio selectionOrganisational unit
02204 - RiskLab / RiskLab
Notes
Published online 21 January 2011.More
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ETH Bibliography
yes
Altmetrics