BibTeX record journals/anor/ElliottS10

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@article{DBLP:journals/anor/ElliottS10,
  author       = {Robert J. Elliott and
                  Tak Kuen Siu},
  title        = {On risk minimizing portfolios under a Markovian regime-switching Black-Scholes
                  economy},
  journal      = {Ann. Oper. Res.},
  volume       = {176},
  number       = {1},
  pages        = {271--291},
  year         = {2010},
  url          = {https://doi.org/10.1007/s10479-008-0448-5},
  doi          = {10.1007/S10479-008-0448-5},
  timestamp    = {Thu, 13 Aug 2020 12:41:01 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/ElliottS10.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
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