Wang, G., Xu, Z. Q., & Zhang, P. (2024). Competitive optimal portfolio selection in a non-Markovian financial market: A backward stochastic differential equation study.
Chicago Style (17th ed.) CitationWang, Guangchen, Zuo Quan Xu, and Panpan Zhang. Competitive Optimal Portfolio Selection in a Non-Markovian Financial Market: A Backward Stochastic Differential Equation Study. 2024.
MLA (9th ed.) CitationWang, Guangchen, et al. Competitive Optimal Portfolio Selection in a Non-Markovian Financial Market: A Backward Stochastic Differential Equation Study. 2024.
Warning: These citations may not always be 100% accurate.