BibTeX record journals/siamco/BieleckiPS05

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@article{DBLP:journals/siamco/BieleckiPS05,
  author       = {Tomasz R. Bielecki and
                  Stanley R. Pliska and
                  Shuenn{-}Jyi Sheu},
  title        = {Risk Sensitive Portfolio Management with Cox--Ingersoll--Ross Interest
                  Rates: The {HJB} Equation},
  journal      = {{SIAM} J. Control. Optim.},
  volume       = {44},
  number       = {5},
  pages        = {1811--1843},
  year         = {2005},
  url          = {https://doi.org/10.1137/S0363012903437952},
  doi          = {10.1137/S0363012903437952},
  timestamp    = {Mon, 26 Oct 2020 08:21:09 +0100},
  biburl       = {https://dblp.org/rec/journals/siamco/BieleckiPS05.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
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