@book { StochasticCalculuswithApplicationstoStochasticPortfolioOptimisation, title = "Stochastic Calculus with Applications to Stochastic Portfolio Optimisation", author = "Daniel {Michelbrink}", year = "2008", publisher = "Diplom.de", address = "Hamburg, Deutschland", doi = "10.3239/9783836612876", url = "https://m.diplom.de/document/225773" }