BibTeX record journals/siamco/DavisL13

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@article{DBLP:journals/siamco/DavisL13,
  author       = {Mark Davis and
                  S{\'{e}}bastien Lleo},
  title        = {Jump-Diffusion Risk-Sensitive Asset Management {II:} Jump-Diffusion
                  Factor Model},
  journal      = {{SIAM} J. Control. Optim.},
  volume       = {51},
  number       = {2},
  pages        = {1441--1480},
  year         = {2013},
  url          = {https://doi.org/10.1137/110825881},
  doi          = {10.1137/110825881},
  timestamp    = {Thu, 09 Jul 2020 22:39:04 +0200},
  biburl       = {https://dblp.org/rec/journals/siamco/DavisL13.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
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