Sergey Sosnovskiy. Growth Optimal Portfolio Insurance in Continuous and Discrete Time. In Diethard Klatte, Hans-Jakob Lüthi, Karl Schmedders, editors, Operations Research Proceedings 2011, Selected Papers of the International Conference on Operations Research (OR 2011), August 30 - September 2, 2011, Zurich, Switzerland. pages 167-172, Springer, 2011. [doi]
@inproceedings{Sosnovskiy11,
title = {Growth Optimal Portfolio Insurance in Continuous and Discrete Time},
author = {Sergey Sosnovskiy},
year = {2011},
doi = {10.1007/978-3-642-29210-1_27},
url = {http://dx.doi.org/10.1007/978-3-642-29210-1_27},
researchr = {https://researchr.org/publication/Sosnovskiy11},
cites = {0},
citedby = {0},
pages = {167-172},
booktitle = {Operations Research Proceedings 2011, Selected Papers of the International Conference on Operations Research (OR 2011), August 30 - September 2, 2011, Zurich, Switzerland},
editor = {Diethard Klatte and Hans-Jakob Lüthi and Karl Schmedders},
publisher = {Springer},
isbn = {978-3-642-29210-1},
}