Jump-Diffusion Risk-Sensitive Asset Management II: Jump-Diffusion Factor Model
- 期刊名称SIAM Journal on Control and Optimization
- 作者Davis, Mark; Lleo, Sébastien
- 卷第51卷
- 期第2期
- 印刷ISSN0363-0129
- 电子ISSN1095-7138
- 文件大小412.55KB
- 发表时间2013-01
- DOI10.1137/110825881
- 页码1441-1480
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