Risk-sensitive asset management in a general diffusion factor model: risk-seeking case (Q2364352)
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scientific article; zbMATH DE number 6748527
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| English | Risk-sensitive asset management in a general diffusion factor model: risk-seeking case |
scientific article; zbMATH DE number 6748527 |
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Risk-sensitive asset management in a general diffusion factor model: risk-seeking case (English)
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19 July 2017
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asset management
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risk-sensitive control
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stochastic factor model
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HJB equation
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0.8513097763061523
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0.8425779342651367
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0.8405125737190247
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