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BibTeX record journals/siamfm/AvellanedaZ10
@article{DBLP:journals/siamfm/AvellanedaZ10, author = {Marco Avellaneda and Stanley Zhang}, title = {Path-Dependence of Leveraged {ETF} Returns}, journal = {{SIAM} J. Financial Math.}, volume = {1}, number = {1}, pages = {586--603}, year = {2010}, url = {https://doi.org/10.1137/090760805}, doi = {10.1137/090760805}, timestamp = {Wed, 17 May 2017 14:25:53 +0200}, biburl = {https://dblp.org/rec/journals/siamfm/AvellanedaZ10.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
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