Optimal investment strategies in a cir framework.
- Author
- Griselda Deelstra, M GRASSELLI and PF KOEHL
- Organization
Citation
Please use this url to cite or link to this publication: http://hdl.handle.net/1854/LU-123629
- MLA
- Deelstra, Griselda, et al. “Optimal Investment Strategies in a Cir Framework.” JOURNAL OF APPLIED PROBABILITY, vol. 37, no. 4, 2000, pp. 936–46.
- APA
- Deelstra, G., GRASSELLI, M., & KOEHL, P. (2000). Optimal investment strategies in a cir framework. JOURNAL OF APPLIED PROBABILITY, 37(4), 936–946.
- Chicago author-date
- Deelstra, Griselda, M GRASSELLI, and PF KOEHL. 2000. “Optimal Investment Strategies in a Cir Framework.” JOURNAL OF APPLIED PROBABILITY 37 (4): 936–46.
- Chicago author-date (all authors)
- Deelstra, Griselda, M GRASSELLI, and PF KOEHL. 2000. “Optimal Investment Strategies in a Cir Framework.” JOURNAL OF APPLIED PROBABILITY 37 (4): 936–946.
- Vancouver
- 1.Deelstra G, GRASSELLI M, KOEHL P. Optimal investment strategies in a cir framework. JOURNAL OF APPLIED PROBABILITY. 2000;37(4):936–46.
- IEEE
- [1]G. Deelstra, M. GRASSELLI, and P. KOEHL, “Optimal investment strategies in a cir framework.,” JOURNAL OF APPLIED PROBABILITY, vol. 37, no. 4, pp. 936–946, 2000.
@article{123629,
author = {{Deelstra, Griselda and GRASSELLI, M and KOEHL, PF}},
issn = {{0021-9002}},
journal = {{JOURNAL OF APPLIED PROBABILITY}},
language = {{eng}},
number = {{4}},
pages = {{936--946}},
title = {{Optimal investment strategies in a cir framework.}},
volume = {{37}},
year = {{2000}},
}