Dynamic Control of the Investment Portfolio in the Jump-Diffusion Financial Market with Regime Switching

Author： Gal’perin V.   Dombrovsky V.   Fedosov E.  

Publisher： MAIK Nauka/Interperiodica

ISSN： 0005-1179

Source： Automation and Remote Control, Vol.66, Iss.5, 2005-05, pp. : 837-850

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