APA (7th ed.) Citation

Michelbrink, D. (2012). A Martingale approach to optimal portfolios with jump-diffusions and benchmarks.

Chicago Style (17th ed.) Citation

Michelbrink, Daniel. A Martingale Approach to Optimal Portfolios with jump-diffusions and Benchmarks. 2012.

MLA (9th ed.) Citation

Michelbrink, Daniel. A Martingale Approach to Optimal Portfolios with jump-diffusions and Benchmarks. 2012.

Warning: These citations may not always be 100% accurate.