"Jump-Diffusion Risk-Sensitive Asset Management II: Jump-Diffusion Factor Model"

Mark Davis, Sébastien Lleo (2011)

> Home

Details and statistics

DOI: —

access: open

type: Informal or Other Publication

metadata version: 2019-02-08

- view
  - electronic edition @ arxiv.org (open access)
- export record
  dblp key:
  - journals/corr/abs-1102-5126
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-1102-5126
Mark Davis, Sébastien Lleo:
Jump-Diffusion Risk-Sensitive Asset Management II: Jump-Diffusion Factor Model. CoRR abs/1102.5126 (2011)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.