Jump-Diffusion Risk-Sensitive Asset Management II: Jump-Diffusion Factor Model (2011)
Attributed to:
Portfolio Optimization via Risk-Sensitive Control
funded by
EPSRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.48550/arxiv.1102.5126
Publication URI: https://arxiv.org/abs/1102.5126
Type: Preprint