"Systems of Ergodic BSDEs Arising in Regime Switching Forward Performance ..."

Ying Hu, Gechun Liang, Shanjian Tang (2020)

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DOI: 10.1137/18M1234783

access: closed

type: Journal Article

metadata version: 2023-08-28

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Ying Hu, Gechun Liang, Shanjian Tang:
Systems of Ergodic BSDEs Arising in Regime Switching Forward Performance Processes. SIAM J. Control. Optim. 58(4): 2503-2534 (2020)

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