Lim, A. E. B. (2006). Mean-Variance Hedging When There are Jumps. SIAM Journal on Control & Optimization, 44(5), 1893. https://doi.org/10.1137/040610933
Chicago Style (17th ed.) CitationLim, Andrew E. B. "Mean-Variance Hedging When There Are Jumps." SIAM Journal on Control & Optimization 44, no. 5 (2006): 1893. https://doi.org/10.1137/040610933.
MLA (9th ed.) CitationLim, Andrew E. B. "Mean-Variance Hedging When There Are Jumps." SIAM Journal on Control & Optimization, vol. 44, no. 5, 2006, p. 1893, https://doi.org/10.1137/040610933.
Warning: These citations may not always be 100% accurate.