Auteur: Sebastien Lleo

Over the last two decades, risk-sensitive control has evolved into an innovative and successful framework for solving dynamically a wide range of practical investment management problems.This book sh …

‘Overall, the book provides an interesting and useful synthesis of the authors’ research on the predictions of stock market crashes. The book can be recommended to anyone interested in the Bond Sto …

Over the last two decades, risk-sensitive control has evolved into an innovative and successful framework for solving dynamically a wide range of practical investment management problems.This book sh …