"Jump-diffusion asset-liability management via risk-sensitive control."

Mark H. A. Davis, Sébastien Lleo (2015)

> Home

Details and statistics

DOI: 10.1007/S00291-014-0371-X

access: closed

type: Journal Article

metadata version: 2020-03-06

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/ors/DavisL15
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/ors/DavisL15
Mark H. A. Davis, Sébastien Lleo:
Jump-diffusion asset-liability management via risk-sensitive control. OR Spectr. 37(3): 655-675 (2015)

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.