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
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