Sébastien Lleo

According to our database, Sébastien Lleo authored at least 3 papers between 2011 and 2015.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2015

Jump-diffusion asset-liability management via risk-sensitive control.

Mark H. A. Davis, Sébastien Lleo

OR Spectr., 2015

2013

Jump-Diffusion Risk-Sensitive Asset Management II: Jump-Diffusion Factor Model.

Mark Davis, Sébastien Lleo

SIAM J. Control. Optim., 2013

2011

Jump-Diffusion Risk-Sensitive Asset Management I: Diffusion Factor Model.

Mark Davis, Sébastien Lleo

SIAM J. Financial Math., 2011