Risk-Sensitive Asset Management and Cascading Defaults (Q5219291)
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scientific article; zbMATH DE number 7179317
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk-Sensitive Asset Management and Cascading Defaults |
scientific article; zbMATH DE number 7179317 |
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Risk-Sensitive Asset Management and Cascading Defaults (English)
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11 March 2020
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risk-sensitive
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cascading defaults
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super-sub solution
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Hamilton-Jacobi-Bellman equation
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