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"Jump-diffusion risk-sensitive benchmarked asset management with ..."

Mark Davis, Sébastien Lleo (2024)

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DOI: 10.1007/S10479-022-05130-3

access: closed

type: Journal Article

metadata version: 2024-05-31

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  - https://dblp.org/rec/journals/anor/DavisL24
Mark Davis, Sébastien Lleo:
Jump-diffusion risk-sensitive benchmarked asset management with traditional and alternative data. Ann. Oper. Res. 336(1-2): 661-689 (2024)

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