"Jump-Diffusion Risk-Sensitive Asset Management I: Diffusion Factor Model."

Mark Davis, Sébastien Lleo (2011)

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DOI: 10.1137/090760180

access: closed

type: Journal Article

metadata version: 2019-02-08

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Mark Davis, Sébastien Lleo:
Jump-Diffusion Risk-Sensitive Asset Management I: Diffusion Factor Model. SIAM J. Financial Math. 2(1): 22-54 (2011)

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