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Jump-diffusion risk-sensitive benchmarked asset management with traditional and alternative data - MaRDI portal

Jump-diffusion risk-sensitive benchmarked asset management with traditional and alternative data

From MaRDI portal
Publication:6549608

DOI10.1007/s10479-022-05130-3zbMATH Open1537.91297MaRDI QIDQ6549608

Sébastien Lleo, Mark Davis

Publication date: 4 June 2024

Published in: Annals of Operations Research (Search for Journal in Brave)






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