Korn, R. (1997). Optimal portfolios: Stochastic models for optimal investment and risk management in continuous time. World Scientific.
Chicago Style (17th ed.) CitationKorn, Ralf. Optimal Portfolios: Stochastic Models for Optimal Investment and Risk Management in Continuous Time. Singapore: World Scientific, 1997.
MLA (9th ed.) CitationKorn, Ralf. Optimal Portfolios: Stochastic Models for Optimal Investment and Risk Management in Continuous Time. World Scientific, 1997.
Warning: These citations may not always be 100% accurate.