Stochastic Differential Portfolio Games with Regime Switching Model

Shuping Wan. Stochastic Differential Portfolio Games with Regime Switching Model. In 6th International Conference on Hybrid Intelligent Systems (HIS 2006), 13-15 December 2006, Auckland, New Zealand. pages 10, IEEE Computer Society, 2006. [doi]

@inproceedings{Wan06:4,
  title = {Stochastic Differential Portfolio Games with Regime Switching Model},
  author = {Shuping Wan},
  year = {2006},
  doi = {10.1109/HIS.2006.70},
  url = {http://doi.ieeecomputersociety.org/10.1109/HIS.2006.70},
  researchr = {https://researchr.org/publication/Wan06%3A4},
  cites = {0},
  citedby = {0},
  pages = {10},
  booktitle = {6th International Conference on Hybrid Intelligent Systems (HIS 2006), 13-15 December 2006, Auckland, New Zealand},
  publisher = {IEEE Computer Society},
  isbn = {0-7695-2662-4},
}