Cite
HARVARD Citation
Ma, C. et al. (2015). Nonzero-Sum Stochastic Differential Portfolio Games under a Markovian Regime Switching Model. Mathematical problems in engineering. p. . [Online].
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Ma, C. et al. (2015). Nonzero-Sum Stochastic Differential Portfolio Games under a Markovian Regime Switching Model. Mathematical problems in engineering. p. . [Online].