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Multidimensional indefinite stochastic Riccati equations and zero-sum stochastic linear-quadratic differential games with non-Markovian regime switching

Fuente: arXiv

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Bibliographic Details
Main Authors:	Zhang, Panpan, Xu, Zuo Quan
Format:	Preprint
Published:	2023
Subjects:	Optimization and Control Probability Mathematical Finance Portfolio Management Risk Management
Online Access:	Acceder al recurso
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