Risk-sensitive asset management and cascading defaults (Q5219291)
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scientific article; zbMATH DE number 7179317
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| 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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0.8387287855148315
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0.7999352216720581
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0.7976251840591431
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0.7824820876121521
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0.7776163220405579
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