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Optimal investment strategies in a cir framework.

(2000) JOURNAL OF APPLIED PROBABILITY. 37(4). p.936-946
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Chicago
Deelstra, Griselda, M GRASSELLI, and PF KOEHL. 2000. “Optimal Investment Strategies in a Cir Framework.” Journal of Applied Probability 37 (4): 936–946.
APA
Deelstra, G., GRASSELLI, M., & KOEHL, P. (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.
MLA
Deelstra, Griselda, M GRASSELLI, and PF KOEHL. “Optimal Investment Strategies in a Cir Framework.” JOURNAL OF APPLIED PROBABILITY 37.4 (2000): 936–946. Print.
@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},
}

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