BibTeX record journals/siamfm/JanecekLS20

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@article{DBLP:journals/siamfm/JanecekLS20,
  author       = {Karel Janecek and
                  Zheng Li and
                  Mihai S{\^{\i}}rbu},
  title        = {Optimal Investment with High-Watermark Fee in a Multidimensional Jump
                  Diffusion Model},
  journal      = {{SIAM} J. Financial Math.},
  volume       = {11},
  number       = {3},
  pages        = {750--787},
  year         = {2020},
  url          = {https://doi.org/10.1137/18M1205066},
  doi          = {10.1137/18M1205066},
  timestamp    = {Mon, 26 Oct 2020 08:38:43 +0100},
  biburl       = {https://dblp.org/rec/journals/siamfm/JanecekLS20.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
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