BibTeX record journals/siamfm/CheriditoNP12

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@article{DBLP:journals/siamfm/CheriditoNP12,
  author       = {Patrick Cheridito and
                  Ashkan Nikeghbali and
                  Eckhard Platen},
  title        = {Processes of Class Sigma, Last Passage Times, and Drawdowns},
  journal      = {{SIAM} J. Financial Math.},
  volume       = {3},
  number       = {1},
  pages        = {280--303},
  year         = {2012},
  url          = {https://doi.org/10.1137/09077878X},
  doi          = {10.1137/09077878X},
  timestamp    = {Mon, 26 Oct 2020 08:38:43 +0100},
  biburl       = {https://dblp.org/rec/journals/siamfm/CheriditoNP12.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
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