• Title of article

    A stochastic maximum principle for systems with jumps, with applications to finance

  • Author/Authors

    Abel Cadenillas، نويسنده ,

  • Issue Information
    ماهنامه با شماره پیاپی سال 2002
  • Pages
    12
  • From page
    433
  • To page
    444
  • Keywords
    Convex analysis , Backward stochastic di0erential equations , Consumption–investment problem , Stochastic maximum principle , Stochastic control , Adjointequation
  • Journal title
    Systems and Control Letters
  • Serial Year
    2002
  • Journal title
    Systems and Control Letters
  • Record number

    142010

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=142010