Michelbrink, D. (2012). A Martingale approach to optimal portfolios with jump-diffusions and benchmarks.
Chicago Style (17th ed.) CitationMichelbrink, Daniel. A Martingale Approach to Optimal Portfolios with jump-diffusions and Benchmarks. 2012.
MLA (9th ed.) CitationMichelbrink, Daniel. A Martingale Approach to Optimal Portfolios with jump-diffusions and Benchmarks. 2012.
Warning: These citations may not always be 100% accurate.