@article {katsikis2007computational,
	title = {Computational methods in portfolio insurance},
	journal = {Applied Mathematics and Computation},
	volume = {189},
	number = {1},
	year = {2007},
	pages = {9{\textendash}22},
	publisher = {Elsevier},
	author = {Vasilios N. Katsikis}
}
