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Optimal switching under a regime-switching model with two-time-scale Markov chains
  • 期刊名称：SIAM:Multiscale Model
  • 时间：2015.1.15
  • 页码：99-131
  • 相关项目：金融数学-金融风险控制中的G-风险度量、倒向随机分析与计算
作者： Zhen Wu|Zhen Wu|Qing Zhang|Qing Zhang|
同期刊论文项目
金融数学-金融风险控制中的G-风险度量、倒向随机分析与计算
期刊论文 260 会议论文 4 获奖 5
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