BibTeX record journals/siamfm/DucJ23

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@article{DBLP:journals/siamfm/DucJ23,
  author       = {Luu H. Duc and
                  J{\"{u}}rgen Jost},
  title        = {How Rough Path Lifts Affect Expected Return and Volatility: {A} Rough
                  Model under Transaction Cost},
  journal      = {{SIAM} J. Financial Math.},
  volume       = {14},
  number       = {3},
  pages        = {879--909},
  year         = {2023},
  url          = {https://doi.org/10.1137/20m1358670},
  doi          = {10.1137/20M1358670},
  timestamp    = {Thu, 31 Aug 2023 19:51:49 +0200},
  biburl       = {https://dblp.org/rec/journals/siamfm/DucJ23.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
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