Vasilios N. Katsikis, Spyridon D. Mourtas, Predrag S. Stanimirovic, Shuai Li 0002, Xinwei Cao. Time-varying minimum-cost portfolio insurance under transaction costs problem via Beetle Antennae Search Algorithm (BAS). Applied Mathematics and Computation, 385:125453, 2020. [doi]
@article{KatsikisMSLC20,
title = {Time-varying minimum-cost portfolio insurance under transaction costs problem via Beetle Antennae Search Algorithm (BAS)},
author = {Vasilios N. Katsikis and Spyridon D. Mourtas and Predrag S. Stanimirovic and Shuai Li 0002 and Xinwei Cao},
year = {2020},
doi = {10.1016/j.amc.2020.125453},
url = {https://doi.org/10.1016/j.amc.2020.125453},
researchr = {https://researchr.org/publication/KatsikisMSLC20},
cites = {0},
citedby = {0},
journal = {Applied Mathematics and Computation},
volume = {385},
pages = {125453},
}