Bender, C., & Thuan, N. T. (2023). Entropy-Regularized Mean-Variance Portfolio Optimization with Jumps.
Chicago Style (17th ed.) CitationBender, Christian, and Nguyen Tran Thuan. Entropy-Regularized Mean-Variance Portfolio Optimization with Jumps. 2023.
MLA (9th ed.) CitationBender, Christian, and Nguyen Tran Thuan. Entropy-Regularized Mean-Variance Portfolio Optimization with Jumps. 2023.
Warning: These citations may not always be 100% accurate.