BibTeX record journals/bpmj/ChakrabartyLDJ17

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@article{DBLP:journals/bpmj/ChakrabartyLDJ17,
  author       = {Anindya Chakrabarty and
                  Zongwei Luo and
                  Rameshwar Dubey and
                  Shan Jiang},
  title        = {A theoretical model of jump diffusion-mean reversion: Constant proportion
                  portfolio insurance strategy under the presence of transaction cost
                  and stochastic floor},
  journal      = {Bus. Process. Manag. J.},
  volume       = {23},
  number       = {3},
  pages        = {537--554},
  year         = {2017},
  url          = {https://doi.org/10.1108/BPMJ-01-2016-0005},
  doi          = {10.1108/BPMJ-01-2016-0005},
  timestamp    = {Thu, 18 Jun 2020 22:06:35 +0200},
  biburl       = {https://dblp.org/rec/journals/bpmj/ChakrabartyLDJ17.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
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