Sufficient Stochastic Maximum Principle for the Optimal Control of Jump Diffusions and Applications to Finance[size=0.9em]N.C. Framstad, B. Øksendal and A. Sulem
[size=0.9em]JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS
[size=0.9em]Volume 121, Number 1, 77-98, DOI: 10.1023/B:JOTA.0000026132.62934.96
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[size=0.9em]电子链接: http://www.springerlink.com/content/v5h5485283623q33/
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