Mark Davis

Publication Activity (10 Years)

Years Active: 2011-2013
Publications (10 Years): 0

Top Topics

Asset Management

Foraging Theory

Markov Decision Chains

Top Venues

SIAM J. Control. Optim.

Publications

Mark Davis, Sébastien Lleo
Jump-Diffusion Risk-Sensitive Asset Management II: Jump-Diffusion Factor Model. SIAM J. Control. Optim. 51 (2) (2013)
Mark Davis, Sébastien Lleo
Jump-Diffusion Risk-Sensitive Asset Management I: Diffusion Factor Model. SIAM J. Financial Math. 2 (1) (2011)
Mark Davis, Sébastien Lleo
Jump-Diffusion Risk-Sensitive Asset Management II: Jump-Diffusion Factor Model CoRR (2011)