BibTeX record journals/siamco/DasGR18

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@article{DBLP:journals/siamco/DasGR18,
  author       = {Milan Kumar Das and
                  Anindya Goswami and
                  Nimit Rana},
  title        = {Risk Sensitive Portfolio Optimization in a Jump Diffusion Model with
                  Regimes},
  journal      = {{SIAM} J. Control. Optim.},
  volume       = {56},
  number       = {2},
  pages        = {1550--1576},
  year         = {2018},
  url          = {https://doi.org/10.1137/17M1121809},
  doi          = {10.1137/17M1121809},
  timestamp    = {Thu, 14 Oct 2021 08:48:02 +0200},
  biburl       = {https://dblp.org/rec/journals/siamco/DasGR18.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

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