BibTeX record journals/siamfm/BaseiCV14

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@article{DBLP:journals/siamfm/BaseiCV14,
  author       = {Matteo Basei and
                  Annalisa Cesaroni and
                  Tiziano Vargiolu},
  title        = {Optimal Exercise of Swing Contracts in Energy Markets: An Integral
                  Constrained Stochastic Optimal Control Problem},
  journal      = {{SIAM} J. Financial Math.},
  volume       = {5},
  number       = {1},
  pages        = {581--608},
  year         = {2014},
  url          = {https://doi.org/10.1137/130928893},
  doi          = {10.1137/130928893},
  timestamp    = {Thu, 08 Jun 2017 09:07:35 +0200},
  biburl       = {https://dblp.org/rec/journals/siamfm/BaseiCV14.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
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