Li, S., Katsikis, V. N., Mourtas, S. D., Stanimirović, P. S., & Cao, X. (2020). Time-varying minimum-cost portfolio insurance under transaction costs problem via Beetle Antennae Search Algorithm (BAS). Applied Mathematics and Computation, 385, p. 125453. doi:10.1016/j.amc.2020.125453
Chicago Style CitationLi, Shuai, Vasilios N. Katsikis, Spyridon D. Mourtas, Predrag S. Stanimirović, and Xinwei Cao. "Time-varying Minimum-cost Portfolio Insurance Under Transaction Costs Problem Via Beetle Antennae Search Algorithm (BAS)." Applied Mathematics and Computation 385 (2020): 125453.
MLA CitationLi, Shuai, et al. "Time-varying Minimum-cost Portfolio Insurance Under Transaction Costs Problem Via Beetle Antennae Search Algorithm (BAS)." Applied Mathematics and Computation 385 (2020): 125453.