Ilya V. Kolmanovsky, Tatiana L. Maizenberg. Efficient frontier determination for dynamic investing policies: jump-diffusion driven asset price model. In American Control Conference, ACC 2002, Anchorage, Alaska, USA, May 8-10 2002. pages 4250-4255, IEEE, 2002. [doi]
@inproceedings{KolmanovskyM02a,
title = {Efficient frontier determination for dynamic investing policies: jump-diffusion driven asset price model},
author = {Ilya V. Kolmanovsky and Tatiana L. Maizenberg},
year = {2002},
doi = {10.1109/ACC.2002.1024599},
url = {http://dx.doi.org/10.1109/ACC.2002.1024599},
researchr = {https://researchr.org/publication/KolmanovskyM02a},
cites = {0},
citedby = {0},
pages = {4250-4255},
booktitle = {American Control Conference, ACC 2002, Anchorage, Alaska, USA, May 8-10 2002},
publisher = {IEEE},
isbn = {0-7803-7298-0},
}