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Article

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Title

Stochastic Differential Games for Optimal Investment Problems in a Markov Regime-Switching Jump-Diffusion Market

Authors

[ 1 ] Instytut Inżynierii Bezpieczeństwa i Jakości, Wydział Inżynierii Zarządzania, Politechnika Poznańska | [ P ] employee

Scientific discipline (Law 2.0)

[6.6] Management and quality studies

Year of publication

2020

Published in

Annals of Operations Research

Journal year: 2020 | Journal volume: 2020

Article type

scientific article

Publication language

english

Pages (from - to)

1 - 26

DOI

10.1007/s10479-020-03768-5

URL

https://link.springer.com/article/10.1007/s10479-020-03768-5

Ministry points / journal

70

Ministry points / journal in years 2017-2021

70

Impact Factor

4,854

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