The Stochastic Maximum Principle for a Jump-Diffusion Mean-Field Model Involving Impulse Controls and Applications in Finance

Cailing Li, Zaiming Liu, Jinbiao Wu, Xiang Huang. The Stochastic Maximum Principle for a Jump-Diffusion Mean-Field Model Involving Impulse Controls and Applications in Finance. J. Systems Science & Complexity, 33(1):26-42, 2020. [doi]

Abstract

Abstract is missing.