Articles citing this article

The Citing articles tool gives a list of articles citing the current article.
The citing articles come from EDP Sciences database, as well as other publishers participating in CrossRef Cited-by Linking Program. You can set up your personal account to receive an email alert each time this article is cited by a new article (see the menu on the right-hand side of the abstract page).

Cited article:

This article has been cited by the following article(s):

A BSDE approach for bond pricing under interest rate models with self-exciting jumps

Zhongyang Sun, Xin Zhang and Ya-Nan Li
Communications in Statistics - Theory and Methods 50 (14) 3249 (2021)
DOI: 10.1080/03610926.2019.1691234
See this article

Maximum Principles of Markov Regime-Switching Forward–Backward Stochastic Differential Equations with Jumps and Partial Information

Olivier Menoukeu Pamen
Journal of Optimization Theory and Applications 175 (2) 373 (2017)
DOI: 10.1007/s10957-017-1144-x
See this article

The maximum principles for partially observed risk-sensitive optimal controls of Markov regime-switching jump-diffusion system

Zhongyang Sun and Olivier Menoukeu-Pamen
Stochastic Analysis and Applications 36 (5) 782 (2018)
DOI: 10.1080/07362994.2018.1465824
See this article

Equilibrium for a Time-Inconsistent Stochastic Linear–Quadratic Control System with Jumps and Its Application to the Mean-Variance Problem

Zhongyang Sun and Xianping Guo
Journal of Optimization Theory and Applications 181 (2) 383 (2019)
DOI: 10.1007/s10957-018-01471-x
See this article

Risk‐sensitive maximum principle for stochastic optimal control of mean‐field type Markov regime‐switching jump‐diffusion systems

Jun Moon
International Journal of Robust and Nonlinear Control 31 (6) 2141 (2021)
DOI: 10.1002/rnc.5358
See this article