Stochastic maximum principle for non-zero sum differential games of FBSDEs with impulse controls and its application to finance
2015 ◽
Vol 11
(1)
◽
pp. 27-40
◽
2019 ◽
Vol 33
(1)
◽
pp. 26-42
Cailing Li
◽
Zaiming Liu
◽
Jinbiao Wu
◽
Xiang Huang
2010 ◽
Vol 55
(7)
◽
pp. 1742-1747
◽
Guangchen Wang
◽
Zhiyong Yu
2012 ◽
Vol 48
(10)
◽
pp. 2420-2432
◽
2011 ◽
Vol 56
(6)
◽
pp. 1401-1406
◽
1994 ◽
Vol 29
(3)
◽
pp. 243-261
◽
2016 ◽
Vol 30
(2)
◽
pp. 280-306
◽
Subhojit Biswas
◽
Mrinal K. Ghosh
◽
Diganta Mukherjee
Yuxin Gao
◽
Chunsheng Liu
◽
Sen Jiang
◽
Shaojie Zhang