Dynamic asset management with risk-sensitive criterion and non-negative factor constraints: a differential game approach

Author： Bagchi Arunabha Suresh Kumar K.

Publisher： Taylor & Francis Ltd

ISSN： 1744-2508

Source： Stochastics: An International Journal of Probability and Stochastic Processes, Vol.81, Iss.5, 2009-10, pp. : 503-530

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