%0 Journal Article %1 journals/bpmj/ChakrabartyLDJ17 %A Chakrabarty, Anindya %A Luo, Zongwei %A Dubey, Rameshwar %A Jiang, Shan %D 2017 %J Business Proc. Manag. Journal %K dblp %N 3 %P 537-554 %T A theoretical model of jump diffusion-mean reversion: Constant proportion portfolio insurance strategy under the presence of transaction cost and stochastic floor. %U http://dblp.uni-trier.de/db/journals/bpmj/bpmj23.html#ChakrabartyLDJ17 %V 23

@article{journals/bpmj/ChakrabartyLDJ17, added-at = {2020-06-15T00:00:00.000+0200}, author = {Chakrabarty, Anindya and Luo, Zongwei and Dubey, Rameshwar and Jiang, Shan}, biburl = {https://www.bibsonomy.org/bibtex/2eb65b5b10a131cfee43891a6096320dc/dblp}, ee = {https://www.wikidata.org/entity/Q61044238}, interhash = {4c390a3935990fd83dc9a9900c9565b6}, intrahash = {eb65b5b10a131cfee43891a6096320dc}, journal = {Business Proc. Manag. Journal}, keywords = {dblp}, number = 3, pages = {537-554}, timestamp = {2020-06-16T11:54:48.000+0200}, title = {A theoretical model of jump diffusion-mean reversion: Constant proportion portfolio insurance strategy under the presence of transaction cost and stochastic floor.}, url = {http://dblp.uni-trier.de/db/journals/bpmj/bpmj23.html#ChakrabartyLDJ17}, volume = 23, year = 2017 }