%0 Journal Article %1 journals/siamfm/Dmitrasinovic-VidovicW11 %A Dmitrasinovic-Vidovic, Gordana %A Ware, Antony %D 2011 %J SIAM J. Financial Math. %K dblp %N 1 %P 748-767 %T Optimal Portfolios of Mean-Reverting Instruments. %U http://dblp.uni-trier.de/db/journals/siamfm/siamfm2.html#Dmitrasinovic-VidovicW11 %V 2

@article{journals/siamfm/Dmitrasinovic-VidovicW11, added-at = {2011-11-04T00:00:00.000+0100}, author = {Dmitrasinovic-Vidovic, Gordana and Ware, Antony}, biburl = {https://www.bibsonomy.org/bibtex/266f8a4ac47a2216b620c544524134dfc/dblp}, ee = {http://dx.doi.org/10.1137/100787714}, interhash = {14c3ccfe0676fc182803704cddab6638}, intrahash = {66f8a4ac47a2216b620c544524134dfc}, journal = {SIAM J. Financial Math.}, keywords = {dblp}, number = 1, pages = {748-767}, timestamp = {2011-11-05T11:31:50.000+0100}, title = {Optimal Portfolios of Mean-Reverting Instruments.}, url = {http://dblp.uni-trier.de/db/journals/siamfm/siamfm2.html#Dmitrasinovic-VidovicW11}, volume = 2, year = 2011 }