Browsing by Subject Switching diffusion processes
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Issue Date | Title | Sub-Title | Author(s) | Journal Name | Volume Number | Issue Number | Pages |
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2007 | Stochastic differential games with multiple modes and applications to portfolio optimization | - | Basu, Arnab ; Ghosh, Mrinal K | Stochastic Analysis and Application | Vol.25 | Iss.4 | 845-867p. |