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

✍ Scribed by Davis, Mark; Lleo, Sebastien

Book ID: 115451663
Publisher: Society for Industrial and Applied Mathematics
Year: 2011
Tongue: English
Weight: 426 KB
Volume: 2
Category: Article
ISSN: 1945-497X
DOI: 10.1137/090760180

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