Niethammer, C. R. (2008). Portfolio optimization and optimal martingale measures in markets with jumps.
Chicago Style (17th ed.) CitationNiethammer, Christina R. Portfolio Optimization and Optimal Martingale Measures in Markets with Jumps. 2008.
MLA (9th ed.) CitationNiethammer, Christina R. Portfolio Optimization and Optimal Martingale Measures in Markets with Jumps. 2008.
Warning: These citations may not always be 100% accurate.