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

Jump-Diffusion Risk-Sensitive Asset Management I: Diffusion Factor Model http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png SIAM Journal on Financial Mathematics Unpaywall

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

SIAM Journal on Financial MathematicsJan 1, 2011

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

SIAM Journal on Financial MathematicsJan 1, 2011

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Publisher
Unpaywall
ISSN
1945-497X
DOI
10.1137/090760180
Publisher site
See Article on Publisher Site

Abstract

Journal

SIAM Journal on Financial MathematicsUnpaywall

Published: Jan 1, 2011

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